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Extended switiching regression models with time-varying probabilities for combining forecasts
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: The European journal of finance 12 (2006) 6/7, pp. 455-472
Persistent link: https://www.econbiz.de/10003382811
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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Forecasting exchange rates : a robust regression approach
Preminger, Arie; Franck, Raphael - In: International journal of forecasting 23 (2007) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10003438384
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Forecasting exchange rates : a robust regression approach
Preminger, Arie (contributor); Franck, Raphael (contributor) - 2005
Persistent link: https://www.econbiz.de/10003287542
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649