Narrow search
Showing 1 - 5 of 5
Cover Image
Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.; Shi, Shanming - In: Journal of forecasting 19 (2000) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
Cover Image
Non-linear forecasts of stock returns
Kanas, Angelos - In: Journal of forecasting 22 (2003) 4, pp. 299-315
Persistent link: https://www.econbiz.de/10001775828
Cover Image
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Cover Image
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Journal of forecasting 36 (2017) 8, pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Cover Image
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.; Lin, Edward M. H.; Huang, Tara F. J. - In: Journal of forecasting 41 (2022) 7, pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697