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Persistent link: https://www.econbiz.de/10012117796

Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky factors

Halbleib, Roxana; Voev, Valeri - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 134-152

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The real-life performance of market timing with moving average and time-series momentum rules

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Bayesian approach for Indonesia inflation forecasting

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Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...