Narrow search
Showing 1 - 10 of 292
Cover Image
A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
Cover Image
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Cover Image
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Cover Image
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Cover Image
International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Cover Image
Forecasting with latent structure time series models : an application to nominal interest rates
Iyer, Sridhar; Andrews, Rick L. - In: Journal of forecasting 18 (1999) 6, pp. 395-409
Persistent link: https://www.econbiz.de/10001493575
Cover Image
Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt - In: Journal of forecasting 13 (1994) 6, pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
Cover Image
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo - In: Journal of forecasting 16 (1997) 6, pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Cover Image
Disaggregation of annual flow data with multiplicative trends
Gudmunsson, Gudmundur - In: Journal of forecasting 18 (1999) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001363646
Cover Image
Directed graphs, information structure and forecast combinations : an empirical examination of US unemployment rates
Wang, Zijun - In: Journal of forecasting 29 (2010) 4, pp. 353-366
Persistent link: https://www.econbiz.de/10003989756