Narrow search
Showing 1 - 10 of 182
Cover Image
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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
Cointegration, error-correction models, and forecasting using realigned foreign exchange rates
Joseph, Nathan Lael - In: Journal of forecasting 14 (1995) 6, pp. 499-522
Persistent link: https://www.econbiz.de/10001191616
Cover Image
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.; Panopulu, Aikaterinē; … - In: Journal of forecasting 43 (2024) 4, pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Cover Image
Do sentiment indices always improve the prediction accuracy of exchange rates?
Ito, Takumi; Takeda, Fumiko - In: Journal of forecasting 41 (2022) 4, pp. 840-852
Persistent link: https://www.econbiz.de/10013287866
Cover Image
Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies
Wang, Rudan; Morley, Bruce - In: Journal of forecasting 42 (2023) 6, pp. 1341-1359
Persistent link: https://www.econbiz.de/10014338891
Cover Image
The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde Christiane; Hungnes, Håvard - In: Journal of forecasting 25 (2006) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10003318080
Cover Image
Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T. L.; Okunev, John - In: Journal of forecasting 28 (2009) 6, pp. 465-486
Persistent link: https://www.econbiz.de/10003886979
Cover Image
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel; Rubia, Antonio - In: Journal of forecasting 25 (2006) 6, pp. 439-458
Persistent link: https://www.econbiz.de/10003378446
Cover Image
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.; Merika, Anna - In: Journal of forecasting 28 (2009) 8, pp. 736-744
Persistent link: https://www.econbiz.de/10003918209