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Nonparametric tests for optimal predictive ability
Arvanitis, Stelios; Post, Thierry; Potì, Valerio; … - In: International journal of forecasting 37 (2021) 2, pp. 881-898
Persistent link: https://www.econbiz.de/10012792879
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Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
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Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D. - In: International journal of forecasting 15 (1999) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
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Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris; Burke, Simon P.; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10001549775
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The non-normality of some macroeconomic forecast errors
Harvey, David I.; Newbold, Paul - In: International journal of forecasting 19 (2003) 4, pp. 635-653
Persistent link: https://www.econbiz.de/10001818851
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A comparison of the accuracy of short term foreign exchange forecasting methods
Meade, Nigel - In: International journal of forecasting 18 (2002) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10001641602
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The predictability of asset returns : an approach combining technical analysis and time series forecasts
Fang, Yue; Xu, Daming - In: International journal of forecasting 19 (2003) 3, pp. 369-385
Persistent link: https://www.econbiz.de/10001793008
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Bootstrap prediction intervals for ARCH models
Reeves, Jonathan J. - In: International journal of forecasting 21 (2005) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10002687767
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Content horizons for conditional variance forecasts
Galbraith, John W.; Kıṣınbay, Turgut - In: International journal of forecasting 21 (2005) 2, pp. 249-260
Persistent link: https://www.econbiz.de/10002687836
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Volatility forecasting with smooth transition exponential smoothing
Taylor, James W. - In: International journal of forecasting 20 (2004) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10002033481