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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Intrinsic bubbles revisited : evidence from nonlinear cointegration and forecasting
Ma, Yue; Kanas, Angelos - In: Journal of forecasting 23 (2004) 4, pp. 237-250
Persistent link: https://www.econbiz.de/10002129930
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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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The mutual predictability of Bitcoin and web search dynamics
Süssmuth, Bernd - In: Journal of forecasting 41 (2022) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10013166153
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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Forecasting time series with long memory and level shifts
Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
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Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Journal of forecasting 42 (2023) 7, pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
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Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A. - In: Journal of forecasting 31 (2012) 8, pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
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A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian; Bewley, Ronald A. - In: Journal of forecasting 25 (2006) 7, pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343