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Structural VAR, MARMA and open economy models
Dhrymes, Phoebus J. - In: International journal of forecasting 14 (1998) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10001338712
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A comparison of the accuracy of short term foreign exchange forecasting methods
Meade, Nigel - In: International journal of forecasting 18 (2002) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10001641602
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Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D. - In: International journal of forecasting 15 (1999) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
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Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
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Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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The term structure of volatility predictability
Li, Xingyi; Zakamulin, Valeriy - In: International journal of forecasting 36 (2020) 2, pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
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Forecasting value at risk with intra-day return curves
Rice, Gregory; Wirjanto, Tony S.; Zhao, Yuqian - In: International journal of forecasting 36 (2020) 3, pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
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Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina; Lux, Thomas - In: International journal of forecasting 39 (2023) 4, pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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Forest sector modeling : a synthesis of econometrics, mathematical programming, and system dynamics methods
Buongiorno, Joseph - In: International journal of forecasting 12 (1996) 3, pp. 329-343
Persistent link: https://www.econbiz.de/10001334816
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Predicting consumption of Italian households by means of survey indicators
Parigi, Giuseppe - In: International journal of forecasting 13 (1997) 2, pp. 197-209
Persistent link: https://www.econbiz.de/10001230151