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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670046
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Evaluating combined non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008760499
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Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478118
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Forecasting and seasonal adjustment
Bagshaw, Michael L. - 1985
Persistent link: https://www.econbiz.de/10003478171
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Univariate and multivariate arima versus vector autoregression forecasting
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478189
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Combining non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689066