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Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.; Speight, Alan E. H. - In: Journal of forecasting 31 (2012) 4, pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
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Non-Gaussian seasonal adjustment : X-12-ARIMA versus robust structural models
Bruce, Andrew G. - In: Journal of forecasting 15 (1996) 4, pp. 305-328
Persistent link: https://www.econbiz.de/10001205181
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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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Forecasting load-duration curves
Bruce, Andrew G. - In: Journal of forecasting 13 (1994) 6, pp. 545-559
Persistent link: https://www.econbiz.de/10001172755