Forecasting economic and financial time-series with non-linear models
Year of publication: |
2004
|
---|---|
Authors: | Clements, Michael P. ; Franses, Philip Hans ; Swanson, Norman R. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 2, p. 169-183
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression |
-
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris, (1996)
-
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly, (2015)
-
Forecasting time-varying daily betas : a new nonlinear approach
Messis, Petros, (2016)
- More ...
-
Forecasting economic and financial time-series with non-linear models
Clements, Michael P., (2003)
-
Forecasting economic and financial time-series with non-linear models
Clements, Michael P., (2003)
-
Forecasting economic and financial time-series with non-linear models
Clements, Michael P., (2004)
- More ...