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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
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Can intraday data improve the joint estimation and prediction of risk measures? : evidence from a variety of realized measures
Wu, Zhimin; Cai, Guanghui - In: Journal of forecasting 43 (2024) 6, pp. 1956-1974
Persistent link: https://www.econbiz.de/10015110344
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Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
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Estimating the long memory granger causality effect with a spectrum estimator
Chen, Wen-den - In: Journal of forecasting 25 (2006) 3, pp. 193-200
Persistent link: https://www.econbiz.de/10003318076
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Modeling compositional time series with vector autoregressive models
Kynčlová, Petra; Filzmoser, Peter; Hron, Karel - In: Journal of forecasting 34 (2015) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10011305170
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Is it a short-memory, long-memory, or permanently Granger-causation influence?
Chen, Wen-Den - In: Journal of forecasting 27 (2008) 7, pp. 607-620
Persistent link: https://www.econbiz.de/10003779601
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An ensemble model for stock index prediction based on media attention and emotional causal inference
Wang, Juanjuan; Zhou, Shujie; Liu, Wentong; Jiang, Lin - In: Journal of forecasting 43 (2024) 6, pp. 1998-2020
Persistent link: https://www.econbiz.de/10015110350
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Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian; Dorffner, Georg; Dockner, … - In: Journal of forecasting 19 (2000) 4, pp. 355-374
Persistent link: https://www.econbiz.de/10001504677
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GDP nowcasting with ragged-edge data : a semi-parametric modeling
Ferrara, Laurent; Guégan, Dominique; Rakotomarolahy, … - In: Journal of forecasting 29 (2010) 1/2, pp. 186-199
Persistent link: https://www.econbiz.de/10003951835