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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin - In: Journal of forecasting 36 (2017) 7, pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
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Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma; Özbay, Nimet; Månsson, Kristofer - In: Journal of forecasting 41 (2022) 4, pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei; Gel, Yulia R.; Balakrishna, N.; Abraham, Bovas - In: Journal of forecasting 30 (2011) 1, pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
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Multiple hypothesis testing of market risk forecasting models
Esposito, Francesco P.; Cummins, Mark - In: Journal of forecasting 35 (2016) 5, pp. 381-399
Persistent link: https://www.econbiz.de/10011580778
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A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set
Huang, Yanhao; Ren, Ruibin - In: Journal of forecasting 43 (2024) 8, pp. 3177-3193
Persistent link: https://www.econbiz.de/10015110618
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Evaluating volatility and interval forecasts
Taylor, James W. - In: Journal of forecasting 18 (1999) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Regularized Poisson regressions predict regional innovation output
Xiang, Li; Hu, Xuemei; Junwen, Yang - In: Journal of forecasting 42 (2023) 8, pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870