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International journal of forecasting
Research Paper Series / Finance Discipline Group, Business School
356
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1
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
2
Forecasting spikes in electricity prices
Christensen, T. M.
;
Hurn, Stan
;
Lindsay, A, S.
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 400-411
Persistent link: https://www.econbiz.de/10009582612
Saved in:
3
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
Saved in:
4
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam E.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10007911037
Saved in:
5
Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter
;
Pascalau, Razvan
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
Saved in:
6
Estimating non-linear ARMA models using Fourier coefficients
Ludlow, Jorge
;
Enders, Walter
- In:
International journal of forecasting
16
(
2000
)
3
,
pp. 333-347
Persistent link: https://www.econbiz.de/10001504668
Saved in:
7
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 171-186
Persistent link: https://www.econbiz.de/10001338713
Saved in:
8
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter
;
Falk, Barry
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 171-186
Persistent link: https://www.econbiz.de/10006993774
Saved in:
9
Estimating non-linear ARMA models using Fourier coefficients
Ludlow, Jorge
;
Enders, Walter
- In:
International journal of forecasting
16
(
2000
)
3
,
pp. 333-348
Persistent link: https://www.econbiz.de/10006982885
Saved in:
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