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On the efficacy of constraints on the linear combination forecast model
Terregrossa, Salvatore J. - In: Applied economics letters 12 (2005) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10002606098
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The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
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Testing for random walk in euro exchange rates using the subsampling approach
Belaire-Franch, Jorge; Opong, Kwaku K. - In: Applied economics letters 17 (2010) 10/12, pp. 1145-1151
Persistent link: https://www.econbiz.de/10008699237
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Forecasting gold-price fluctuations : a real-time boosting approach
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 22 (2015) 1/3, pp. 46-50
Persistent link: https://www.econbiz.de/10010482090
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Forecasting the stationary AR(1) with an almost unit root
Halkos, George E.; Kevork, Ilias S. - In: Applied economics letters 13 (2006) 12, pp. 789-793
Persistent link: https://www.econbiz.de/10003385607
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
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Out-of-sample forecasting of the Canadian unemployment rates using univariate models
Jaffur, Zameelah Rifkha Khan; Sookia, Noor Ul Hacq; … - In: Applied economics letters 24 (2017) 13/15, pp. 1097-1101
Persistent link: https://www.econbiz.de/10011716657
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Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - In: Applied economics letters 23 (2016) 7/9, pp. 486-493
Persistent link: https://www.econbiz.de/10011627706
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Long-memories and mean breaks in realized volatilities
Song, Hyejin; Shin, Dong-wan - In: Applied economics letters 22 (2015) 16/18, pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139