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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
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Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221
Persistent link: https://www.econbiz.de/10006877782
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Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Leybourne, Stephen James - In: Journal of forecasting 12 (1993) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001136552