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Decomposition by causal forces : a procedure for forecasting complex time series
Armstrong, Jon Scott; Collopy, Frederick Lynch; Yokum, … - In: International journal of forecasting 21 (2005) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10002547081
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Forecasting monthly and quarterly time series using STL decomposition
Theodosiou, Marina - In: International journal of forecasting 27 (2011) 4, pp. 1178-1195
Persistent link: https://www.econbiz.de/10009316793
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Earnings forecasting in a global stock selection model and efficient portfolio construction and management
Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin - In: International journal of forecasting 31 (2015) 2, pp. 550-560
Persistent link: https://www.econbiz.de/10011474399
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Distance and prediction error variance constraints for ARMA model portfolios
Chenoweth, Timothy; Dowling, Karen; Hubata, Robert - In: International journal of forecasting 20 (2004) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10001918277
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Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne; Lucas, André - In: International journal of forecasting 37 (2021) 2, pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
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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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A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - In: International journal of forecasting 37 (2021) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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Comparing density forecasts in a risk management context
Diks, Cees G. H.; Fang, Hao - In: International journal of forecasting 36 (2020) 2, pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
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Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: International journal of forecasting 34 (2018) 3, pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
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Beating the market with a bad predictive model
Hubáček, Ondřej; Šír, Gustav - In: International journal of forecasting 39 (2023) 2, pp. 691-719
Persistent link: https://www.econbiz.de/10014465105