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1
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
2
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
3
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
4
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
5
How biased are U.S. government forecasts of the federal debt?
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011922925
Saved in:
6
Interpreting estimates of forecast bias
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
Saved in:
7
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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8
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago
;
Ruiz, Esther
;
Espasa Terrades, Antoni
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
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9
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the
world
Lleo, Sébastien
;
Ziemba, William T.
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
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10
Macroeconomic news and market reaction : surprise indexes meet nowcasting
Caruso, Alberto
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1725-1734
Persistent link: https://www.econbiz.de/10012305522
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