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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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Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Pai, Jeffrey - In: Journal of forecasting 15 (1996) 2, pp. 63-82
Persistent link: https://www.econbiz.de/10001195089
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Bayesian analysis of Vector ARMA models using Gibbs sampling
Ravishanker, Nalini - In: Journal of forecasting 16 (1997) 3, pp. 177-194
Persistent link: https://www.econbiz.de/10001227335
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Multiple prediction intervals for time series : comparison of simultaneous and marginal intervals
Ravishanker, Nalini - In: Journal of forecasting 10 (1991) 5, pp. 445-463
Persistent link: https://www.econbiz.de/10001136626
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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