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Forecasting temperature indices density with time-varying long-memory models
Caporin, Massimiliano; Preś, Juliusz - In: Journal of forecasting 32 (2013) 4, pp. 339-352
Persistent link: https://www.econbiz.de/10009775500
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Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
Caporin, Massimiliano; Preś, Juliusz - In: Journal of forecasting 32 (2013) 4, pp. 339-352
Persistent link: https://www.econbiz.de/10010137227
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Scalar BEKK and indirect DCC
Caporin, Massimiliano; McAleer, Michael - In: Journal of forecasting 27 (2008) 6, pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
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Scalar BEKK and indirect DCC
Caporin, Massimiliano; Mcaleer, Michael - In: Journal of forecasting 27 (2008) 6, pp. 537
Persistent link: https://www.econbiz.de/10008098623