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Predictability of equity models
Chicaroli, Rodrigo; Pereira, Pedro L. Valls - In: Journal of forecasting 34 (2015) 6, pp. 427-440
Persistent link: https://www.econbiz.de/10011342711
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A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya; Fay, Damien - In: Journal of forecasting 41 (2022) 1, pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
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Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Journal of forecasting 42 (2023) 7, pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
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A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian; Bewley, Ronald A. - In: Journal of forecasting 25 (2006) 7, pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A. - In: Journal of forecasting 31 (2012) 8, pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
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Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi - In: Journal of forecasting 32 (2013) 7, pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
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Forecasting time series with long memory and level shifts
Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
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Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre - In: Journal of forecasting 35 (2016) 4, pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
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Forecast robustness in macroeconometric models
Bårdsen, Gunnar; Kolsrud, Dag; Nymoen, Ragnar - In: Journal of forecasting 36 (2017) 6, pp. 629-639
Persistent link: https://www.econbiz.de/10011861399