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Journal of forecasting
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1,655
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427
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344
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337
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ECONIS (ZBW)
161
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1
Forecasting
the daily time‐varying beta of European banks during the crisis period : comparison between
GARCH
models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
2
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
3
Policy-oriented macroeconomic
forecasting
with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
4
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
Saved in:
5
A new hedging hypothesis regarding prediction interval formation in stock price
forecasting
Zhu, Dan
;
Wang, Qingwei
;
Goddard, John
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10013287845
Saved in:
6
Forecasting
growth with time series models
Peña, Daniel
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
Saved in:
7
Forecast intervals of net migration : the case of the Netherlands
Beer, Joop A. de
- In:
Journal of forecasting
12
(
1993
)
7
,
pp. 585-599
Persistent link: https://www.econbiz.de/10001152505
Saved in:
8
Time-series analysis supported by power transformations
Guerrero, Víctor M.
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001136554
Saved in:
9
On trend extraction models : interpretation, empirical evidence and
forecasting
performance
García-Ferrer, Antonio
- In:
Journal of forecasting
11
(
1992
)
8
,
pp. 645-665
Persistent link: https://www.econbiz.de/10001136563
Saved in:
10
Quasi-rational expectations : experimental evidence
Nelson, Robert G.
- In:
Journal of forecasting
11
(
1992
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001136594
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