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On a threshold heteroscedastic model
Chen, Cathy W. S.; So, Mike Ka-pui - In: International journal of forecasting 22 (2006) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard; Tuyl, Frank - In: International journal of forecasting 22 (2006) 1, pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
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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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A useful tool for forecasting the Euro-area business cycle phases
Bengoechea, Pilar; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 22 (2006) 4, pp. 735-749
Persistent link: https://www.econbiz.de/10003385864
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Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy - In: International journal of forecasting 27 (2011) 2, pp. 281-307
Persistent link: https://www.econbiz.de/10009247502
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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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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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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
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Simulating a basketball match with a homogeneous Markov model and forecasting the outcome
Štrumbelj, Erik; Vračar, Petar - In: International journal of forecasting 28 (2012) 2, pp. 532-542
Persistent link: https://www.econbiz.de/10009582555