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On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut - In: Journal of forecasting 32 (2013) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver; Herwartz, Helmut - In: Journal of forecasting 28 (2009) 7, pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
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In-sample and out-of-sample prediction of stock market bubbles : cross-sectional evidence
Herwartz, Helmut; Kholodilin, Konstantin - In: Journal of forecasting 33 (2014) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10010424900
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On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut; Schlüter, Stephan - In: Journal of forecasting 36 (2017) 4, pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
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Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Fülle, Markus J.; Herwartz, Helmut - In: Journal of forecasting 43 (2024) 6, pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
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On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction
Herwartz, Helmut - In: Journal of forecasting 32 (2013) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10010137228
Cover Image
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver; Herwartz, Helmut - In: Journal of forecasting 28 (2009) 7, pp. 575-594
Persistent link: https://www.econbiz.de/10008326719