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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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Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum; Ng, Man-wai - In: Journal of forecasting 23 (2004) 3, pp. 215-231
Persistent link: https://www.econbiz.de/10002027376
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Guaranteed-contend prediction intervals for non-linear autoregressions
DeLuna, Xavier - In: Journal of forecasting 20 (2001) 4, pp. 265-272
Persistent link: https://www.econbiz.de/10001611040
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A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
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Filters for short non-stationary sequences
Pollock, David Stephen G. - In: Journal of forecasting 20 (2001) 5, pp. 341-355
Persistent link: https://www.econbiz.de/10001611404
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Forecasting multivariate time series with linear restrictions using constrained structural state-space models
Pandher, Gurupdesh S. - In: Journal of forecasting 21 (2002) 4, pp. 281-300
Persistent link: https://www.econbiz.de/10001700333
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Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.; Kunst, Robert M. - In: Journal of forecasting 20 (2001) 7, pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
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Misspecified prediction for time series
Choi, In-bong; Taniguchi, Masanobu - In: Journal of forecasting 20 (2001) 8, pp. 543-564
Persistent link: https://www.econbiz.de/10001635751
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Outlier detection in regression models with ARIMA errors using robust estimates
Bianco, A. M. (contributor) - In: Journal of forecasting 20 (2001) 8, pp. 565-579
Persistent link: https://www.econbiz.de/10001635753