Narrow search
Showing 1 - 10 of 12
Cover Image
Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
Cover Image
Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
Cover Image
Fathoming the theta method for a unit root process
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: IMA journal of management mathematics 25 (2014) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10010242798
Cover Image
Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.; Hassani, Hossein; Patterson, … - 2013
Persistent link: https://www.econbiz.de/10010201220
Cover Image
Return signal momentum
Papailias, Fotis; Liu, Jiadong; Thomakos, Dimitrios D. - In: Journal of banking & finance 124 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012816614
Cover Image
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Thomakos, Dimitrios D.; Hassani, Hossein - In: International journal of computational economics and … 10 (2020) 2, pp. 149-182
Persistent link: https://www.econbiz.de/10012226710
Cover Image
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Hassani, Hossein; Rua, António; Silva, Emmanuel Sirimal; … - In: International journal of forecasting 35 (2019) 4, pp. 1263-1272
Persistent link: https://www.econbiz.de/10012305274
Cover Image
EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis; Thomakos, Dimitrios D. - In: International journal of forecasting 33 (2017) 1, pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
Cover Image
Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490
Persistent link: https://www.econbiz.de/10012314033
Cover Image
Forecasting : theory and practice
Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871
Persistent link: https://www.econbiz.de/10013349395