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Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
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Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
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Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard; Chaleampong Kongcharoen; Kapetanios, … - In: International journal of forecasting 28 (2012) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen; Giasemidis, Georgios - In: International journal of forecasting 32 (2016) 3, pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
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Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J. - In: International journal of forecasting 33 (2017) 4, pp. 894-914
Persistent link: https://www.econbiz.de/10011746924
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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le - In: International journal of forecasting 36 (2020) 4, pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
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Data snooping in equity premium prediction
Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; … - In: International journal of forecasting 37 (2021) 1, pp. 72-94
Persistent link: https://www.econbiz.de/10012692602