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The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng; Bunn, Derek W. - In: Journal of forecasting 33 (2014) 5, pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
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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
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Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Forecasting time series with long memory and level shifts
Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
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Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre - In: Journal of forecasting 35 (2016) 4, pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
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Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
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Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Grégoir, Stéphane; Lenglart, Fabrice - In: Journal of forecasting 19 (2000) 2, pp. 81-102
Persistent link: https://www.econbiz.de/10001464870
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High-frequency Markov switching models in the foreign exchange market
Marsh, Ian - In: Journal of forecasting 19 (2000) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10001464874
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A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133
Persistent link: https://www.econbiz.de/10012796275