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Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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Optimal design of early warning systems for sovereign debt crises
Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 23 (2007) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10003438389
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Model selection in univariate time serie forecasting using discriminant analysis
Shah, Chandra - In: International journal of forecasting 13 (1997) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10001240450
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Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco; Hoogerkamp, Meindert Heres; … - In: International journal of forecasting 37 (2021) 4, pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes; Oliveira, Fernando Luiz Cyrino - In: International journal of forecasting 34 (2018) 4, pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
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Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John; Amisano, Gianni - In: International journal of forecasting 26 (2010) 2, pp. 216-230
Persistent link: https://www.econbiz.de/10003980280
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Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
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A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.; Song, Yong - In: International journal of forecasting 30 (2013) 1, pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
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Markov switching and exchange rate predictability
Nikolsko-Rzhevskyy, Alex; Prodan, Ruxandra - In: International journal of forecasting 28 (2012) 2, pp. 353-365
Persistent link: https://www.econbiz.de/10009581926