Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent; Guégan, Dominique - In: Journal of forecasting 20 (2001) 8, pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
Cover Image
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
Cover Image
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586
Persistent link: https://www.econbiz.de/10010202176