Narrow search
Showing 1 - 7 of 7
Cover Image
Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei - In: Journal of forecasting 36 (2017) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
Cover Image
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Cover Image
The mean squared prediction error paradox
Pincheira, Pablo; Hardy, Nicolás - In: Journal of forecasting 43 (2024) 6, pp. 2298-2321
Persistent link: https://www.econbiz.de/10015110448
Cover Image
Testing in unobserved components models
Harvey, Andrew C. - In: Journal of forecasting 20 (2001) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Cover Image
Beating the random walk in Central and Eastern Europe
Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Journal of forecasting 24 (2005) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10002749117
Cover Image
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.; Merika, Anna - In: Journal of forecasting 28 (2009) 8, pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
Cover Image
Random walk hypothesis in exchange rate reconsidered
Chu, Chia-shang James; Lu, Hsin-min - In: Journal of forecasting 25 (2006) 4, pp. 275-290
Persistent link: https://www.econbiz.de/10003364175