Narrow search
Showing 1 - 10 of 1,765
Cover Image
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie - In: International journal of forecasting 36 (2020) 4, pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Cover Image
Univariate versus multivariate time series forecasting : an application to international tourism demand
Preez, Johann du; Witt, Stephen F. - In: International journal of forecasting 19 (2003) 3, pp. 435-451
Persistent link: https://www.econbiz.de/10001793024
Cover Image
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael; Fu, Xi; Zhu, Yunyi - In: International journal of forecasting 39 (2023) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Cover Image
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong; Nakajima, Jouchi; West, Mike - In: International journal of forecasting 30 (2014) 4, pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Cover Image
Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria; Arroyo, Javier - In: International journal of forecasting 28 (2012) 1, pp. 20-33
Persistent link: https://www.econbiz.de/10009580813
Cover Image
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo; Proietti, Tommaso - In: International journal of forecasting 36 (2020) 4, pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Cover Image
Data snooping in equity premium prediction
Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; … - In: International journal of forecasting 37 (2021) 1, pp. 72-94
Persistent link: https://www.econbiz.de/10012692602
Cover Image
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
Cover Image
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
Cover Image
Testing for predictability in panels of any time series dimension
Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121