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Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio; Ardison, Kym; Kubudi, Daniela - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - [2.] version
Persistent link: https://www.econbiz.de/10000124266
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Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C. - 1978
Persistent link: https://www.econbiz.de/10000029226
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce - 1980 - Rev
Persistent link: https://www.econbiz.de/10000909115
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Ein Vergleich der direkten Schätzung der Konjunkturentwicklung mit einem Verfahren zur Erkennung von Wendepunkten
Goldrian, Georg; Lehne, Birgit - 1997
Persistent link: https://www.econbiz.de/10000959100
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444
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Exponential smoothing methods of forecasting and general ARMA time series representations
Shami, Roland G. - 1998
Persistent link: https://www.econbiz.de/10000988069
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STLS US-VECM6.1: a vector error-correction forecasting model of the US economy
Hoffman, Dennis L.; Rasche, Robert H. - 1997
Persistent link: https://www.econbiz.de/10000990476
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Prediction intervals based on autoregression forecasts
DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000967467
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Optimal prediction under asymmetric loss
Christoffersen, Peter F.; Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000968816