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~isPartOf:"The journal of futures markets"
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The journal of futures markets
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ECONIS (ZBW)
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1
Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
Saved in:
2
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
Saved in:
3
Guesstimation
Charemza, Wojciech
- In:
Journal of forecasting
21
(
2002
)
6
,
pp. 417-433
Persistent link: https://www.econbiz.de/10001700317
Saved in:
4
The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
Saved in:
5
A re-examination of the excess smoothness puzzle when consumers estimate the income process
Banerjee, Anurag Narayan
;
Basu, Parantap
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 357-366
Persistent link: https://www.econbiz.de/10001611420
Saved in:
6
Modelling the frequency and severity of extreme exchange rate returns
Hsieh, Ping-hung
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 485-499
Persistent link: https://www.econbiz.de/10001626331
Saved in:
7
Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent
;
Guégan, Dominique
- In:
Journal of forecasting
20
(
2001
)
8
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
Saved in:
8
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Saved in:
9
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
Saved in:
10
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
11
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
Jensen, Mark J.
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10001363641
Saved in:
12
Specification versus data fitting : SEM prediction and the Q-class estimator
Womer, Norman Keith
;
Cantrell, R. Stephen
;
Mayer, Walter J.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001368209
Saved in:
13
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
14
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
15
Valuation of a European futures option in the BIFFEX market
Tvedt, Jostein
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10001239195
Saved in:
16
Bayes linear variance adjustment for locally linear DLMs
Wilkinson, Darren James
- In:
Journal of forecasting
16
(
1997
)
5
,
pp. 329-342
Persistent link: https://www.econbiz.de/10001337105
Saved in:
17
Predictions in overdispersed series of counts using an approximate predictive likelihood
Lambert, Philippe
- In:
Journal of forecasting
16
(
1997
)
3
,
pp. 194-207
Persistent link: https://www.econbiz.de/10001227333
Saved in:
18
Bayesian analysis of Vector ARMA models using Gibbs sampling
Ravishanker, Nalini
- In:
Journal of forecasting
16
(
1997
)
3
,
pp. 177-194
Persistent link: https://www.econbiz.de/10001227335
Saved in:
19
ARMA models and the Box-Jenkins methodology
Makridakis, Spyros G.
- In:
Journal of forecasting
16
(
1997
)
3
,
pp. 147-163
Persistent link: https://www.econbiz.de/10001227343
Saved in:
20
Estimating cash settlement price : the bootstrap and other estimators
Cita, John
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 617-632
Persistent link: https://www.econbiz.de/10001228030
Saved in:
21
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
22
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Saved in:
23
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
Goodwin, Paul
- In:
Journal of forecasting
16
(
1997
)
1
,
pp. 37-46
Persistent link: https://www.econbiz.de/10001215420
Saved in:
24
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
Alpuim, M. Teresa
- In:
Journal of forecasting
16
(
1997
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001215421
Saved in:
25
Structural time-series modelling of monetary aggregates : a case study for eleven European countries
Winder, Carlo C. A.
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 97-123
Persistent link: https://www.econbiz.de/10001216403
Saved in:
26
A note on modified lattice approaches to option pricing
Easton, Stephen Andrew
- In:
The journal of futures markets
16
(
1996
)
5
,
pp. 585-594
Persistent link: https://www.econbiz.de/10001202903
Saved in:
27
A bootstrap simulation study in ARMA (p, q) structures
Souza, Reinaldo Castro
- In:
Journal of forecasting
15
(
1996
)
4
,
pp. 343-353
Persistent link: https://www.econbiz.de/10001205179
Saved in:
28
Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D.
- In:
Journal of forecasting
15
(
1996
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001205182
Saved in:
29
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
30
Estimation under exact linear time-varying constraints, with an application to population projections
Doran, Howard E.
- In:
Journal of forecasting
15
(
1996
)
7
,
pp. 527-541
Persistent link: https://www.econbiz.de/10001216507
Saved in:
31
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Pai, Jeffrey
- In:
Journal of forecasting
15
(
1996
)
2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001195089
Saved in:
32
Special issue on vector autoregression modelling and forecasting
Holden, Kenneth
(
contributor
)
- In:
Journal of forecasting
14
(
1995
)
3
,
pp. 159-324
Persistent link: https://www.econbiz.de/10001181334
Saved in:
33
Finite sample forecast results for vector autoregressive moving average models
Reinsel, Gregory C.
- In:
Journal of forecasting
14
(
1995
)
4
,
pp. 405-412
Persistent link: https://www.econbiz.de/10001185208
Saved in:
34
Cointegration, error-correction models, and forecasting using realigned foreign exchange rates
Joseph, Nathan Lael
- In:
Journal of forecasting
14
(
1995
)
6
,
pp. 499-522
Persistent link: https://www.econbiz.de/10001191616
Saved in:
35
Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N.
- In:
Journal of forecasting
13
(
1994
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
Saved in:
36
On robust estimation of threshold autoregressions
Chan, Wai-Sum
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
Saved in:
37
Towards a taxonomy of forecast error measures : a factor-comparative investigation of forecast error dimensions
Mathews, Brian P.
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 409-416
Persistent link: https://www.econbiz.de/10001166225
Saved in:
38
Indentifiying treatment effects in univariate time series using a joint estimation procedure
Prasad, Sameer
- In:
Journal of forecasting
13
(
1994
)
5
,
pp. 449-461
Persistent link: https://www.econbiz.de/10001170538
Saved in:
39
A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
Beveridge, Steve
- In:
Journal of forecasting
13
(
1994
)
5
,
pp. 419-434
Persistent link: https://www.econbiz.de/10001170543
Saved in:
40
Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt
- In:
Journal of forecasting
13
(
1994
)
6
,
pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
Saved in:
41
Multiperiod hedging in the presence of conditional heteroskedasticity
Lien, Da-hsiang Donald
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 927-955
Persistent link: https://www.econbiz.de/10001173366
Saved in:
42
Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001136552
Saved in:
43
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
44
Assessing inefficiency in the S&P 500 futures market
Farrell, Claude
- In:
Journal of forecasting
12
(
1993
)
5
,
pp. 393-420
Persistent link: https://www.econbiz.de/10001145915
Saved in:
45
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
46
Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul
- In:
Journal of forecasting
12
(
1993
)
6
,
pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
Saved in:
47
On estimation and prediction procedures for AR(1) models with power transformations
Lee, Jack C.
- In:
Journal of forecasting
12
(
1993
)
6
,
pp. 499-511
Persistent link: https://www.econbiz.de/10001146890
Saved in:
48
On the limitations of comparing mean square forecast errors
Clements, Michael P.
- In:
Journal of forecasting
12
(
1993
)
8
,
pp. 617-637
Persistent link: https://www.econbiz.de/10001152510
Saved in:
49
Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel
- In:
Journal of forecasting
11
(
1992
)
7
,
pp. 621-628
Persistent link: https://www.econbiz.de/10001136566
Saved in:
50
Monitoring for outliers and level shifts in Kalman filter implementations of exponential smoothing
Kirkendall, Nancy J.
- In:
Journal of forecasting
11
(
1992
)
6
,
pp. 543-560
Persistent link: https://www.econbiz.de/10001136604
Saved in:
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