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Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina; Stancu, Stelian; Tindeche, … - In: Theoretical and applied economics : GAER review 23 (2016) 4, pp. 19-42
Persistent link: https://www.econbiz.de/10011597578
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444
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Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1995
Persistent link: https://www.econbiz.de/10000929607
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Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg - 1996
Persistent link: https://www.econbiz.de/10000940791
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
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Analyse und Vorhersage von Finanzmarktdaten
Würtz, Diethelm (contributor) - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 253-298). 1996
Persistent link: https://www.econbiz.de/10001318064
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Is a random walk the best exchange rate predictor?
Lisi, Francesco - In: International journal of forecasting 13 (1997) 2, pp. 255-267
Persistent link: https://www.econbiz.de/10001230124
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Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo - In: Journal of forecasting 16 (1997) 6, pp. 395-410
Persistent link: https://www.econbiz.de/10001233089