Narrow search
Showing 1 - 10 of 260,201
Cover Image
A latent factor model for forecasting realized variances
Calzolari, Giorgio; Halbleib, Roxana; Zagidullina, Aygul - In: Journal of financial econometrics 19 (2021) 5, pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Cover Image
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Cover Image
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter; Lindström, Erik; Pinson, Pierre; … - In: European journal of operational research : EJOR 280 (2020) 3, pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
Cover Image
On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
Rossen, Anja - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 3, pp. 389-409
Persistent link: https://www.econbiz.de/10011659936
Cover Image
Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
Cover Image
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Cover Image
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Cover Image
Content horizons for univariate time-series forecasts
Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
Cover Image
Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
Cover Image
On forecast performance of SETAR model : an empirical investigation
Samanta, G. P. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001488725