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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003805629
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Hotel tax receipts and the "Midnight in the garden of good and evil" : a time series intervention seasonal ARIMA model with time-varying variance
Toma, Michael; Mc Grath, Richard D.; Payne, James E. - In: Applied economics letters 16 (2009) 7/9, pp. 653-656
Persistent link: https://www.econbiz.de/10003854737
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Seasonal co-integration - an extension of the Johansen and Schaumburg approach with an exclusion test
Tasseven, Ozlem - In: Panoeconomicus 56 (2009) 1, pp. 39-53
Persistent link: https://www.econbiz.de/10003879001
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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Single-season heteroscedasticity in time series
Tripodis, Yorghos; Penzer, Jeremy - In: Journal of forecasting 26 (2007) 3, pp. 189-202
Persistent link: https://www.econbiz.de/10003454466
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Periodic unobserved cycles in seasonal time series with an application to US unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006
Persistent link: https://www.econbiz.de/10003408447
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Forecasting and seasonal adjustment
Bagshaw, Michael L. - 1985
Persistent link: https://www.econbiz.de/10003478171
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Effect of seasonality treatment on the forecasting performance of tourism demand models
Shen, Shujie; Li, Gang; Song, Haiyan - In: Tourism economics : the business and finance of tourism … 15 (2009) 4, pp. 693-708
Persistent link: https://www.econbiz.de/10003953263
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Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles
Taylor, James W. - In: International journal of forecasting 26 (2010) 4, pp. 627-646
Persistent link: https://www.econbiz.de/10008806580