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A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R. - In: Journal of forecasting 43 (2024) 3, pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
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Weighted empirical likelihood estimator for vector multiplicative error model
Ding, Hao; Lam, Kai-pui - In: Journal of forecasting 32 (2013) 7, pp. 613-627
Persistent link: https://www.econbiz.de/10010202168
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan; Paolella, Marc S. - In: Journal of forecasting 19 (2000) 4, pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
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Forecasting volatility of emerging stock markets : linear versus non-linear GARCH models
Gokcan, Suleyman - In: Journal of forecasting 19 (2000) 6, pp. 499-504
Persistent link: https://www.econbiz.de/10001531942
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Performance of GARCH models in forecasting stock market volatility
Chong, Choo Wei; Ahmad, Muhammad Idrees; Abdullah, Mat … - In: Journal of forecasting 18 (1999) 5, pp. 333-343
Persistent link: https://www.econbiz.de/10001433977
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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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Evaluating the predictive accuracy of volatility models
López, José A. - In: Journal of forecasting 20 (2001) 2, pp. 87-109
Persistent link: https://www.econbiz.de/10001570435
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Robust modelling of ARCH models
Jiang, Jiancheng; Zhao, Quanshui; Hui, Yer Van - In: Journal of forecasting 20 (2001) 2, pp. 111-133
Persistent link: https://www.econbiz.de/10001570436
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A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris - In: Journal of forecasting 20 (2001) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001570437