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Forecast combination with outlier protection
Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 31 (2015) 2, pp. 223-237
Persistent link: https://www.econbiz.de/10011474024
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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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Forecasting realized volatility with changing average levels
Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 31 (2015) 3, pp. 620-634
Persistent link: https://www.econbiz.de/10011474431
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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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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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
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Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco; Scher, Vinícius T.; Bayer, … - In: International journal of forecasting 39 (2023) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067
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Forecasting exchange rates : a robust regression approach
Preminger, Arie; Franck, Raphael - In: International journal of forecasting 23 (2007) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10003438384
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Functional clustering and linear regression for peak load forecasting
Goia, Aldo; May, Caterina; Fusai, Gianluca - In: International journal of forecasting 26 (2010) 4, pp. 700-711
Persistent link: https://www.econbiz.de/10008807771