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Journal of forecasting
Journal of econometrics
179
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ECONIS (ZBW)
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1
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
4
The information content of equity block trades on the Warsaw Stock Exchange : conventional and bootstrap approaches
Kurek, Bartosz
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011417705
Saved in:
5
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
6
Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.
;
Cummins, Mark
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
Saved in:
7
A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
Saved in:
8
Bootstrap replacement to validate the influence of the economic cycle on the structure and the accuracy level of business failure prediction models
Manzaneque, Monserrat
;
Garcia Pérez de Lema, Domingo
; …
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 275-289
Persistent link: https://www.econbiz.de/10011305181
Saved in:
9
Predictability of equity models
Chicaroli, Rodrigo
;
Pereira, Pedro L. Valls
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 427-440
Persistent link: https://www.econbiz.de/10011342711
Saved in:
10
Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
Saved in:
11
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
12
Bootstrap prediction bands for forecast paths from vector autoregressive models
Staszewska-Bystrova, Anna
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 721-735
Persistent link: https://www.econbiz.de/10009423360
Saved in:
13
Bias-corrected bootstrap prediction intervals for autoregressive model : new alternatives with applications to tourism forecasting
Kim, Jae H.
;
Song, Haiyang
;
Wong, Kevin
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 655-672
Persistent link: https://www.econbiz.de/10008935428
Saved in:
14
Can panel data really improve the predictability of the monetary exchange rate model?
Westerlund, Joakim
;
Basher, Syed Abul
- In:
Journal of forecasting
26
(
2007
)
5
,
pp. 365-383
Persistent link: https://www.econbiz.de/10003530106
Saved in:
15
Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
Saved in:
16
A neural network versus black-scholes : a comparison of pricing and hedging performances
Amilon, Henrik
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 317-335
Persistent link: https://www.econbiz.de/10001775829
Saved in:
17
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
Saved in:
18
Conditional predictability of daily exchange rates
Tambakis, Demosthenes Nicholas
;
Royen, Anne-Sophie van
- In:
Journal of forecasting
21
(
2002
)
5
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001688510
Saved in:
19
A comparison of methods for bootstrapping in the local level model
Franco, Glaura C.
;
Souza, Reinaldo Castro
- In:
Journal of forecasting
21
(
2002
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10001650446
Saved in:
20
Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
Saved in:
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