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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Franceso - In: International journal of forecasting 30 (2013) 1, pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models
Jursa, René; Rohrig, Kurt - In: International journal of forecasting 24 (2008) 4, pp. 694-709
Persistent link: https://www.econbiz.de/10003808374
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Forecasting multivariate time series : editorial
Athanasopoulos, George; Vahid, Farshid - In: International journal of forecasting 31 (2015) 3, pp. 680-681
Persistent link: https://www.econbiz.de/10011474520
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Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 31 (2015) 3, pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
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Copula modelling of dependence in multivariate time series
Smith, Michael S. - In: International journal of forecasting 31 (2015) 3, pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Macroeconomic forecasting using approximate factor models with outliers
Chou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-min - In: International journal of forecasting 36 (2020) 2, pp. 267-291
Persistent link: https://www.econbiz.de/10012414745
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen; Chen, Langnan - In: International journal of forecasting 36 (2020) 3, pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Hassani, Hossein; Rua, António; Silva, Emmanuel Sirimal; … - In: International journal of forecasting 35 (2019) 4, pp. 1263-1272
Persistent link: https://www.econbiz.de/10012305274
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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575