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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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Some recent developments in predictive accuracy testing with nested models and (genetic) nonlinear alternatives
Corradi, Valentina; Swanson, Norman R. - In: International journal of forecasting 20 (2004) 2, pp. 185-199
Persistent link: https://www.econbiz.de/10002033313
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Testing out-of-sample portfolio performance
Kazak, Ekaterina; Pohlmeier, Winfried - In: International journal of forecasting 35 (2019) 2, pp. 540-554
Persistent link: https://www.econbiz.de/10012300697
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A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman; Baker, Paul L.; Platanakis, … - In: International journal of forecasting 40 (2024) 3, pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
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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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A bootstrap-based non-parametric forecast density
Manzan, Sebastiano; Zerom Godefay, Dawit - In: International journal of forecasting 24 (2008) 3, pp. 535-550
Persistent link: https://www.econbiz.de/10003764153
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Judgemental bootstrapping of technical traders in the bond market
Batchelor, Roy A.; Kwan, Tai Yeong - In: International journal of forecasting 23 (2007) 3, pp. 427-445
Persistent link: https://www.econbiz.de/10003567913
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Bootstrap prediction intervals for SETAR models
Li, Jing - In: International journal of forecasting 27 (2011) 2, pp. 320-332
Persistent link: https://www.econbiz.de/10009247500
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Illusory profitability of technical analysis in emerging foreign exchange markets
Kuang, Pei; Schröder, Michael; Wang, Qingwei - In: International journal of forecasting 30 (2014) 2, pp. 192-205
Persistent link: https://www.econbiz.de/10010510293
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568