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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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A decision-theoretic approach to forecast evaluation
Granger, C. W. J.; Pesaran, M. Hashem - 1996
Persistent link: https://www.econbiz.de/10000607815
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Speculation, hedging and commodity price forecasts
Labys, Walter C.; Granger, C. W. J. - 1970
Persistent link: https://www.econbiz.de/10000571163
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Forecasting in business and economics
Granger, C. W. J. - 1980
Persistent link: https://www.econbiz.de/10000048340
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Forecasting in business and economics
Granger, C. W. J. - 1989 - 2. ed.
Persistent link: https://www.econbiz.de/10000081881
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003773443
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco; Filipova, Kameliya - 2009
Persistent link: https://www.econbiz.de/10003885820
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Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco; Colangelo, Dominik - 2009
Persistent link: https://www.econbiz.de/10003885898
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Forecasting implied volatility surfaces
Audrino, Francesco; Colangelo, Dominik - 2008
Persistent link: https://www.econbiz.de/10003903349