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A note on moving average forec...
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Ray, Bonnie K.
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Crato, Nuno
6
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International journal of forecasting
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OLC EcoSci
ECONIS (ZBW)
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A note on moving average forecasts of long memory processes with an application to quality control
Ramjee, Radhika
;
Crato, Nuno
;
Ray, Bonnie K.
- In:
International journal of forecasting
18
(
2002
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10006974888
Saved in:
2
Memory in Returns and Volatilities of Futures' Contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-544
Persistent link: https://www.econbiz.de/10006837506
Saved in:
3
Modeling Long-Range Dependence, Nonlinearity, and Periodic Phenomena in Sea Surface Temperatures Using TSMARS
Lewis, Peter A.W.
;
Ray, Bonnie K.
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
439
,
pp. 881-893
Persistent link: https://www.econbiz.de/10006630216
Saved in:
4
Long-Range Dependence in Daily Stock Volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10008217904
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5
Bayesian prediction for vector ARFIMA processes
Ravishanker, Nalini
;
Ray, Bonnie K.
- In:
International journal of forecasting
18
(
2002
)
2
,
pp. 207-214
Persistent link: https://www.econbiz.de/10006974894
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6
Forecasting by ARIMA methods : a comparison of integer and fractionally differenced models
Chen, Shaw
;
Jarrett, Jeffrey
;
Ray, Bonnie K.
- In:
Advances in business and management forecasting
3
(
2002
),
pp. 125-141
Persistent link: https://www.econbiz.de/10009897701
Saved in:
7
A note on multi-step forecasting with functional coefficient autoregressive models
Harvill, Jane L.
;
Ray, Bonnie K.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 717-728
Persistent link: https://www.econbiz.de/10006957818
Saved in:
8
The detection and estimation of long memory in stochastic volatility
Breidt, F.Jay
;
Crato, Nuno
;
Lima, Pedro de
- In:
Journal of econometrics
83
(
1998
)
1-2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10006790172
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9
Long-run versus short-run behaviour of the real exchange rates
Costa, Antonio A.
;
Crato, Nuno
- In:
Applied economics
33
(
2001
)
5
,
pp. 683
Persistent link: https://www.econbiz.de/10007671641
Saved in:
10
Can we evaluate the predictability of financial markets?
Crato, Nuno
;
Ruiz, Esther
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009818665
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