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Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of economic surveys 25 (2011) 1, pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
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FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of economic surveys 25 (2011) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10008786338