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Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - In: Journal of forecasting 23 (2004) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
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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
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Special Issue on Density Forecasting in Economics and Finance - Kernel-based Multistep-ahead Predictions of the US Short-term Interest Rate
Gooijer, J.G.De; Zerom, D. - In: Journal of forecasting 19 (2000) 4, pp. 335-354
Persistent link: https://www.econbiz.de/10006906191