Journal of Forecasting, 1099-131X

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  1. A neural network versus Black-Scholes: A comparison of pricing and hedging performances

    Amilon, H., 2003, In : Journal of Forecasting. 22, 4, p. 317-335

    Research output: Contribution to journalArticle

  2. Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach

    Hossein Asgharian, HOU, A. J. & Javed, F., 2013, (Accepted/In press) Journal of Forecasting, 32, 7, p. 600-612.

    Research output: Contribution to specialist publication or newspaperSpecialist publication article

  3. The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

    Hossein Asgharian, Hou, A. J. & Javed, F., 2013, In : Journal of Forecasting. 32, 7, p. 600-612

    Research output: Contribution to journalArticle

  4. Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

    Nystrup, P., Madsen, H. & Erik Lindström, 2017 Dec, In : Journal of Forecasting. 36, 8, p. 989-1002

    Research output: Contribution to journalArticle

  5. GARCH forecasting under different distribution assumptions

    Anders Vilhelmsson, 2006, In : Journal of Forecasting. 25, 8, p. 561-578

    Research output: Contribution to journalArticle

  6. Can panel data really improve the predictability of the monetary exchange rate model?

    Joakim Westerlund & Basher, S. A., 2007, In : Journal of Forecasting. 26, 5, p. 365-383

    Research output: Contribution to journalArticle