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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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Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
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Adaptive models and heavy tails with an application to inflation forecasting
Delle Monache, Davide; Petrella, Ivan - In: International journal of forecasting 33 (2017) 2, pp. 482-501
Persistent link: https://www.econbiz.de/10011922921
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Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei; Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 33 (2017) 3, pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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Copula modelling of dependence in multivariate time series
Smith, Michael S. - In: International journal of forecasting 31 (2015) 3, pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
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Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.; Maneesoonthorn, Worapree - In: International journal of forecasting 34 (2018) 3, pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
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A copula-based time series model for global horizontal irradiation
Müller, Alfred; Reuber, Matthias - In: International journal of forecasting 39 (2023) 2, pp. 869-883
Persistent link: https://www.econbiz.de/10014465159
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Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario; Schell, Kristen R. - In: International journal of forecasting 38 (2022) 1, pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Macroeconomic forecasting using approximate factor models with outliers
Chou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-min - In: International journal of forecasting 36 (2020) 2, pp. 267-291
Persistent link: https://www.econbiz.de/10012414745