Similar Search Results

On the modelling and forecasting multivariate realized volatility : Generalized Heterogeneous Autoregressive (GHAR) model

Baruník, Jozef; Čech, František - 2014

We introduce a methodology for dynamic modelling and forecasting of realized covariance matrices based on …

Persistent link: https://www.econbiz.de/10010429957

On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model

Čech, František; Baruník, Jozef - In: Journal of forecasting 36 (2017) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10011729136

Predictive analytics model for healthcare planning and scheduling

Harris, Shannon L.; May, Jerrold H.; Vargas, Luis G. - In: European journal of operational research : EJOR 253 (2016) 1, pp. 121-131

Persistent link: https://www.econbiz.de/10011477379

Statistical and economic performance of combination methods for forecasting crude oil price volatility

Fameliti, Stavroula P.; Skintzi, Vasiliki D. - In: Applied economics 54 (2022) 26, pp. 3031-3054

Persistent link: https://www.econbiz.de/10013171183

Does linear equating improve prediction in mapping? : Crosswalking MacNew onto EQ-5D-5L value sets

Lamu, Admassu N. - In: The European journal of health economics : HEPAC ; … 21 (2020) 6, pp. 903-915

Persistent link: https://www.econbiz.de/10012489788

The role of comovement and time-varying dynamics in forecasting commodity prices

Allayioti, Anastasia; Venditti, Fabrizio - 2024

Commodity prices co-move, but the strength of this co-movement changes over time due to structural factors, like changing energy intensity in production and consumption as well as changing composition of underlying shocks. This paper explores whether econometric models that exploit this...