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The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
Rapach, David E.; Wohar, Mark E. - In: International journal of forecasting 22 (2006) 2, pp. 341-361
Persistent link: https://www.econbiz.de/10003315668
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Macro variables and international stock return predictability
Rapach, David E.; Wohar, Mark E.; Rangvid, Jesper - In: International journal of forecasting 21 (2005) 1, pp. 137-166
Persistent link: https://www.econbiz.de/10002547182
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The expectations theory of interest rates : cointegration and factor decomposition
Choi, Seung-mook S. - In: International journal of forecasting 11 (1995) 2, pp. 253-262
Persistent link: https://www.econbiz.de/10001190025
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Forecasting market returns : bagging or combining?
Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: International journal of forecasting 33 (2017) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10011754689
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The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
Rapach, David E.; Wohar, Mark E. - In: International journal of forecasting 22 (2006) 2, pp. 341-362
Persistent link: https://www.econbiz.de/10007260349