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~isPartOf:"Journal of forecasting"
~person:"García-Ferrer, Antonio"
~person:"McMillan, David G."
~subject:"Estimation"
~subject:"Time series analysis"
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García-Ferrer, Antonio
McMillan, David G.
Franses, Philip Hans
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Journal of forecasting
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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
Saved in:
2
Predicting recessions with factor linear dynamic harmonic regressions
Bujosa, Marcos
;
García-Ferrer, Antonio
;
Juan …
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 481-499
Persistent link: https://www.econbiz.de/10009789700
Saved in:
3
The effects of disaggregation on forecasting nonstationary time series
Poncela, Pilar
;
García-Ferrer, Antonio
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 300-314
Persistent link: https://www.econbiz.de/10010425715
Saved in:
4
Univariate forecasting comparisons : the case of the Spanish automobile industry
García-Ferrer, Antonio
- In:
Journal of forecasting
16
(
1997
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001215423
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5
Forecasting with money demand functions : the UK case
García-Ferrer, Antonio
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001244491
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6
On trend extraction models : interpretation, empirical evidence and forecasting performance
García-Ferrer, Antonio
- In:
Journal of forecasting
11
(
1992
)
8
,
pp. 645-665
Persistent link: https://www.econbiz.de/10001136563
Saved in:
7
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
Saved in:
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