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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of forecasting
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ECONIS (ZBW)
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
4
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
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5
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
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6
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
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7
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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8
Bayesian forecasting of UEFA Champions League under alternative seeding regimes
Corona, Francisco
;
Forrest, David
;
Tena, J. D.
;
Wiper, …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 722-732
Persistent link: https://www.econbiz.de/10012300721
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9
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
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10
Improving forecasting performance using covariate-dependent copula models
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 456-476
Persistent link: https://www.econbiz.de/10012031011
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