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Fusion von Expertenwissen und Daten mit Neuro-Fuzzy-Methoden zur Prognose von Finanzzeitreihen

Siekmann, Stefan - 1999

Persistent link: https://www.econbiz.de/10001423741

Forecasting movements in the stock market : a comparison between static and dynamic models

Jung, Chulho - In: The southern business & economic journal 17 (1994) 4, pp. 297-315

Persistent link: https://www.econbiz.de/10001166047

Comparing the New Keynesian Phillips Curve with time series models to forecast inflation

Rumler, Fabio; Valderrama, María Teresa - 2008

Persistent link: https://www.econbiz.de/10003776275

Forecasting with specification‐switching VARs

Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596

Persistent link: https://www.econbiz.de/10011860701

FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series

Barigozzi, Matteo; Cho, Haeran; Owens, Dom - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 890-902

Persistent link: https://www.econbiz.de/10015053503

Do ECB's rate hikes have spillover effects on the Hungarian BUBOR and the EUR/HUF exchange rate? : a five-variable VAR model approach using the Diebold-Yilmaz spillover table

Albert, Molnar; Ágnes, Csiszárik-Kocsír - In: The journal of corporate accounting & finance 35 (2024) 4, pp. 39-57

Persistent link: https://www.econbiz.de/10015152910

Predicting tail risks by a Markov switching MGARCH model with varying copula regimes

Fülle, Markus J.; Herwartz, Helmut - In: Journal of forecasting 43 (2024) 6, pp. 2163-2186

Persistent link: https://www.econbiz.de/10015110378

Forecasting Markov switching vector autoregressions : evidence from simulation and application

Cavicchioli, Maddalena - In: Journal of forecasting 44 (2025) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10015374001

Impact of USA and Chinese exchange rate shocks on macroeconomic fundamentals of ASEAN+3+3 countries : the combine forecasting analysis

Ur Rehman, Jamshaid; Salman, Aneel; Bahadur, Hadiya - In: Pakistan journal of applied economics : PJAE 33 (2023) 2, pp. 133-173

Persistent link: https://www.econbiz.de/10015200170

GAS or GARCH : a comparison of density and VaR forecasts in Turkish FX and stock markets

Özgül, Ali - In: Istanbul business research 54 (2025) 1, pp. 58-86

This paper compares the renowned GARCH model with a novel one, the Generalized Autoregressive Score (GAS) model in terms of forecasting performance. Considering the gap in the literature, this study focuses on the Turkish stock and FX markets. The analysis covers 25 years (1999-2023), of which...

Persistent link: https://www.econbiz.de/10015411633