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When was the US housing downturn predictable? : a comparison of univariate forecasting methods
Zietz, Joachim; Traian, Anca - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 271-281
Persistent link: https://www.econbiz.de/10010467333
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The international business cycle and gold-price fluctuations
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 292-305
Persistent link: https://www.econbiz.de/10010468016
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A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score
Song, Shijia; Li, Handong - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 203-214
Persistent link: https://www.econbiz.de/10014428040
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Uncertainty in long-term macroeconomic forecasts : ex post evaluation of forecasts by economics researchers
Morikawa, Masayuki - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 8-15
Persistent link: https://www.econbiz.de/10013335999
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The exchange value of the dollar and the US trade balance : an empirical investigation based on cointegration and Granger causality tests
Mahdavi, Saeid - In: The quarterly review of economics and finance : journal … 33 (1993) 4, pp. 343-358
Persistent link: https://www.econbiz.de/10001157870
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The relative efficiency of inflation indicators : a vector autoregressive study
Deravi, M. K. - In: The quarterly review of economics and finance : journal … 34 (1994) 2, pp. 159-172
Persistent link: https://www.econbiz.de/10001164624
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On time series econometrics
Cribari-Neto, Francisco - In: The quarterly review of economics and finance : journal … 36 (1996), pp. 37-60
Persistent link: https://www.econbiz.de/10001207518
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235