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The performance of alternative forecasting methods for SETAR models
Clements, Michael P. - In: International journal of forecasting 13 (1997) 4, pp. 463-475
Persistent link: https://www.econbiz.de/10001240453
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Forecasting costs incurred from unit differencing fractionally integrated processes
Smith, Jeremy - In: International journal of forecasting 10 (1994) 4, pp. 507-514
Persistent link: https://www.econbiz.de/10001178920
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Evaluating multivariate forecast densities : a comparison of two approaches
Clements, Michael P.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 3, pp. 397-407
Persistent link: https://www.econbiz.de/10001690075
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Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Souza, Leonardo Rocha; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10002169227
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Evaluating a three-dimensional panel of point forecasts : the Bank of England Survey of External Forecasters
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: International journal of forecasting 24 (2008) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10003764061
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Scoring rules and survey density forecasts
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: International journal of forecasting 27 (2011) 2, pp. 379-393
Persistent link: https://www.econbiz.de/10009247488
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The performance of alternative forecasting methods for SETAR models
Clements, M.P.; Smith, J. - In: International journal of forecasting 13 (1997) 4, pp. 463-476
Persistent link: https://www.econbiz.de/10006996019
Cover Image
Forecasting costs incurred from unit differencing fractionally integrated processes
Smith, J.; Yadav, S. - In: International journal of forecasting 10 (1994) 4, pp. 507-514
Persistent link: https://www.econbiz.de/10007011527
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Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan; McAleer, Michael - In: International journal of forecasting 20 (2004) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112