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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
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Measuring multi-volatility states of financial markets based on multifractal clustering model
Huang, Xun; Tang, Huiyue - In: Journal of forecasting 41 (2022) 3, pp. 422-434
Persistent link: https://www.econbiz.de/10013166151
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Direction-of-change financial time series forecasting using a similarity-based classification model
Skabar, Andrew - In: Journal of forecasting 32 (2013) 5, pp. 409-422
Persistent link: https://www.econbiz.de/10009788816
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Classification Cramer-Rao bounds on stock price prediction
Shin, Frances B.; Kil, David H. - In: Journal of forecasting 17 (1998) 5/6, pp. 389-399
Persistent link: https://www.econbiz.de/10001363192
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From financial information to strategic groups : a self-organizing neural network approach
Serrano-Cinca, Carlos - In: Journal of forecasting 17 (1998) 5/6, pp. 415-428
Persistent link: https://www.econbiz.de/10001363200
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Forecasting of curves using a Kohonen classification
Cottrell, Marie; Girard, Bernard; Rousset, Patrick - In: Journal of forecasting 17 (1998) 5/6, pp. 429-439
Persistent link: https://www.econbiz.de/10001363230
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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad - In: Journal of forecasting 36 (2017) 7, pp. 859-866
Persistent link: https://www.econbiz.de/10011860776