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Multivariate test for forecast rationality under asymmetric loss functions : recent evidence from MMS survey of inflation-output forecasts

Ulu, Yasemin - In: Economics letters 119 (2013) 2, pp. 168-171

Persistent link: https://www.econbiz.de/10009745781

Rationality of inflation-output forecasts of MMS survey : international evidence

Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198

Persistent link: https://www.econbiz.de/10010486260

Out-of-sample forecasting performance of the QGARCH model

Ulu, Yasemin - In: Applied financial economics letters 1 (2005) 6, pp. 387-392

Persistent link: https://www.econbiz.de/10003229640

Optimal prediction under LINLIN loss : empirical evidence

Ulu, Yasemin - In: International journal of forecasting 23 (2007) 4, pp. 707-715

Persistent link: https://www.econbiz.de/10003616100

Mean reversion models of financial markets

Hillebrand, Eric - 2003 - [Elektronische Ressource]

Mean reversion, volatility persistence, long memory, time scales, stochastic volatility, GARCH, spurious long memory. - I discuss mean reversion in the first and the second moment of the return distribution. After a discussion of the concepts and a summary of the findings in the literature, I...

Persistent link: https://www.econbiz.de/10001774355