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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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Linear combination of restrictions and forecasts in time series analysis
Guerrero, Víctor M.; Peña, Daniel - In: Journal of forecasting 19 (2000) 2, pp. 103-122
Persistent link: https://www.econbiz.de/10001464872
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Time-series analysis supported by power transformations
Guerrero, Víctor M. - In: Journal of forecasting 12 (1993) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001136554
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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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Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.; Silva, Eliud; Gómez, Nicolás - In: Journal of forecasting 33 (2014) 1, pp. 32-46
Persistent link: https://www.econbiz.de/10010424886