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Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Souza, Leonardo Rocha; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10002169227
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha; Veiga, Alvaro; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10003120205
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669748