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Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen; Perron, Pierre - In: International journal of forecasting 30 (2014) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
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(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei; Salish, Nazarii - In: International journal of forecasting 40 (2024) 2, pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
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Discussion on forecasting commodity price indexes using macroeconomic and financial predictors
Groen, Jan J. J. - In: International journal of forecasting 30 (2014) 3, pp. 844-846
Persistent link: https://www.econbiz.de/10010516046
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Forecasting commodity price indexes using macroeconomic and financial predictors
Gargano, Antonio; Timmermann, Allan - In: International journal of forecasting 30 (2014) 3, pp. 825-843
Persistent link: https://www.econbiz.de/10010516048
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Forecasting commodity prices out-of-sample : can technical indicators help?
Wang, Yudong; Liu, Li; Wu, Chongfeng - In: International journal of forecasting 36 (2020) 2, pp. 666-683
Persistent link: https://www.econbiz.de/10012415323
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Artificial bee colony-based combination approach to forecasting agricultural commodity prices
Wang, Jue; Wang, Zhen; Li, Xiang; Zhou, Hao - In: International journal of forecasting 38 (2022) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013347408
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Structural breaks, ARIMA model and Finnish inflation forecasts
Junttila, Juha - In: International journal of forecasting 17 (2001) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001575594
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 326-347
Persistent link: https://www.econbiz.de/10003980380
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A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.; Song, Yong - In: International journal of forecasting 30 (2013) 1, pp. 144-160
Persistent link: https://www.econbiz.de/10010246985