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Combining German macro economic forecasts using rank-based techniques
Klapper, Matthias - 1998
Persistent link: https://www.econbiz.de/10000672969
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Combination of forecasts : a bibliography
Trenkler, Götz (contributor); Gotu, Butte (contributor) - 1998
Persistent link: https://www.econbiz.de/10000672971
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The influence of the variance-covariance structure on the performance of forecast combining techniques
Klapper, Matthias - 1998
Persistent link: https://www.econbiz.de/10000681349
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Multivariate rank-based forecast combining techniques
Klapper, Matthias - 1999
Persistent link: https://www.econbiz.de/10001366044
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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A non-linear dynamic model of the variance risk premium
Eraker, Bjørn; Wang, Jiakou - In: Journal of econometrics 187 (2015) 2, pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep; Swanson, Norman R. - In: Journal of econometrics 187 (2015) 2, pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522