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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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A bootstrap simulation study in ARMA (p, q) structures
Souza, Reinaldo Castro - In: Journal of forecasting 15 (1996) 4, pp. 343-353
Persistent link: https://www.econbiz.de/10001205179
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A Bayesian approach to modelling stochastic cycles
Brasil, G. H. - In: Journal of forecasting 12 (1993) 6, pp. 525-538
Persistent link: https://www.econbiz.de/10001146887
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A comparison of methods for bootstrapping in the local level model
Franco, Glaura C.; Souza, Reinaldo Castro - In: Journal of forecasting 21 (2002) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001650446
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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