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Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei - In: Journal of forecasting 36 (2017) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
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Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
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Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of forecasting 32 (2013) 8, pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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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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Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun; Kuo, Lynn; Seow, Gim S. - In: Journal of forecasting 24 (2005) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
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Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.; Merika, Anna - In: Journal of forecasting 28 (2009) 8, pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
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Beating the random walk in Central and Eastern Europe
Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Journal of forecasting 24 (2005) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10002749117