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1
Pretesting for multi-step-ahead exchange rate forecasts with STAR models
Enders, Walter
;
Pascalau, Razvan
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 473-487
Persistent link: https://www.econbiz.de/10011474176
Saved in:
2
Trading and non-trading period realized market volatility : does it matter for
forecasting
the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
3
Is a random walk the best exchange rate predictor?
Lisi, Francesco
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 255-267
Persistent link: https://www.econbiz.de/10001230124
Saved in:
4
Forecasting
realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
5
Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J.
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 894-914
Persistent link: https://www.econbiz.de/10011746924
Saved in:
6
A comparison of the accuracy of short term foreign exchange
forecasting
methods
Meade, Nigel
- In:
International journal of forecasting
18
(
2002
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001641602
Saved in:
7
Nonlinear deterministic
forecasting
of daily dollar exchange rates
Cao, Liangyue
;
Soofi, Abdollah S.
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10001428536
Saved in:
8
Forecasting
exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
Saved in:
9
The influence of trend strength on directional probabilistic currency predictions
Thomson, Mary E.
;
Önkal, Dilek
;
Pollock, Andrew C.
; …
- In:
International journal of forecasting
19
(
2003
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10001764889
Saved in:
10
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
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