Similar Search Results

On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (Chapter 1)

Penm, Jack H.W; Penm, Jammie H.; Terrell, R. Deane - 2003

The paper comprises the preface and chapter 1 of the book titled "Financial and Economic Forecasting" (Authors: Penm-Penm-Terrell; Publication date: October 2002). The preface provides explanatory remarks at the beginning of the book. It briefly introduces theoretical developments and empirical...

Persistent link: https://www.econbiz.de/10014101531

A spatio-temporal autoregressive model for monitoring and predicting COVID infection rates

Congdon, Peter - In: Journal of geographical systems : geographical … 24 (2022) 4, pp. 583-610

Persistent link: https://www.econbiz.de/10013462086

Forecasting interval-valued crude oil prices using asymmetric interval models

Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061

Persistent link: https://www.econbiz.de/10013490921

Common factors and the dynamics of cereal prices : a forecasting perspective

Kwas, Marek; Paccagnini, Alessia; Rubaszek, Michał - In: Journal of commodity markets 28 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014335239

Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals

Stindl, Tom - In: Journal of empirical finance 70 (2023), pp. 182-198

Persistent link: https://www.econbiz.de/10014423627

Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling

Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062

Persistent link: https://www.econbiz.de/10014432847

Do consumption-based asset pricing models explain own-history predictability in stock market returns?

Ashby, Michael F.; Linton, Oliver - 2022

Persistent link: https://www.econbiz.de/10013486082

A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods

Ubilava, David - In: Agricultural economics : the journal of the … 53 (2022) 5, pp. 687-701

Persistent link: https://www.econbiz.de/10013464748

Nonlinear autoregressive with exogeneous input neural network time series model performance : bitcoin price prediction

Nurazlina Abdul Rashid; Mohd Tahir Ismail - In: International journal of computational economics and … 14 (2024) 3, pp. 337-362

Persistent link: https://www.econbiz.de/10015062797

Usage of control charts for time series analysis in financial management

Kovářík, Martin; Sarga, Libor; Klímek, Petr - In: Journal of business economics and management 16 (2015) 1, pp. 138-158

Persistent link: https://www.econbiz.de/10011515782