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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/10008092999
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-462
Persistent link: https://www.econbiz.de/10008899546
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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
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu; Gupta, Rangan; McAleer, Michael - In: International journal of forecasting 36 (2020) 3, pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
Soares, Lacir J.; Medeiros, Marcelo C. - In: International journal of forecasting 24 (2008) 4, pp. 630-644
Persistent link: https://www.econbiz.de/10008143087
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Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
Soares, Lacir J.; Medeiros, Marcelo C. - In: International journal of forecasting 24 (2008) 4, pp. 630-645
Persistent link: https://www.econbiz.de/10008897462
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Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel; Medeiros, Marcelo C. - In: International journal of forecasting 25 (2009) 2, pp. 304-328
Persistent link: https://www.econbiz.de/10008892140
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Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel; Medeiros, Marcelo C. - In: International journal of forecasting 25 (2009) 2, pp. 304-327
Persistent link: https://www.econbiz.de/10008231948
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Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 781-784
Persistent link: https://www.econbiz.de/10006957812
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Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
Teräsvirta, Timo; van Dijk, Dick; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 755-774
Persistent link: https://www.econbiz.de/10006957814