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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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Special issue on non-linear forecasting of financial time series
Mills, Terence C. (contributor) - In: Journal of forecasting 15 (1996) 3, pp. 127-270
Persistent link: https://www.econbiz.de/10001198528
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Estimating trend growth rates of the UK monetary aggregates
Mills, Terence C. - In: Journal of forecasting 10 (1991) 3, pp. 269-283
Persistent link: https://www.econbiz.de/10001136628
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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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Modelling trends in Central England temperatures
Harvey, David I.; Mills, Terence C. - In: Journal of forecasting 22 (2003) 1, pp. 35-47
Persistent link: https://www.econbiz.de/10001737080