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Forecasting changes in UK interest rates
Kim, Tae-hwan; Mizen, Paul; Chevapatrakul, Thanaset - In: Journal of forecasting 27 (2008) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10003738384
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Cover Image
Forecasting changes in UK interest rates
Kim, Tae-Hwan; Mizen, Paul; Chevapatrakul, Thanaset - In: Journal of forecasting 27 (2008) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10007904330
Cover Image
Forecast Evaluation Tests in the Presence of ARCH
Harvey, D.I.; Leybourne, S.J.; Newbold, P. - In: Journal of forecasting 18 (1999) 6, pp. 435
Persistent link: https://www.econbiz.de/10006911094
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On the Limitations of Comparing Mean Square Forecast Errors: Commentary:
Baillie, R.T.; Diebold, F.X.; Engle, R.F.; Ericsson, N.R.; … - In: Journal of forecasting 12 (1993) 8, pp. 639-668
Persistent link: https://www.econbiz.de/10006954446