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Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.; Shi, Shanming - In: Journal of forecasting 19 (2000) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
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Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Grégoir, Stéphane; Lenglart, Fabrice - In: Journal of forecasting 19 (2000) 2, pp. 81-102
Persistent link: https://www.econbiz.de/10001464870
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High-frequency Markov switching models in the foreign exchange market
Marsh, Ian - In: Journal of forecasting 19 (2000) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10001464874
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Forecasting UK industrial production over the business cycle
Simpson, Paul W.; Osborn, Denise R.; Sensier, Marianne - In: Journal of forecasting 20 (2001) 6, pp. 405-424
Persistent link: https://www.econbiz.de/10001611474
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Non-linear forecasts of stock returns
Kanas, Angelos - In: Journal of forecasting 22 (2003) 4, pp. 299-315
Persistent link: https://www.econbiz.de/10001775828
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A threshold stochastic volatility model
So, Mike Ka-pui; Li, Wai Keung; Lam, Kin - In: Journal of forecasting 21 (2002) 7, pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
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Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
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Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.; Spagnolo, Fabio - In: Journal of forecasting 24 (2005) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
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Finding good predictors for inflation : a Bayesian model averaging approach
Jacobson, Tor; Karlsson, Sune - In: Journal of forecasting 23 (2004) 7, pp. 479-496
Persistent link: https://www.econbiz.de/10002431268
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Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.; Lin, Edward M. H.; Huang, Tara F. J. - In: Journal of forecasting 41 (2022) 7, pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697