Journal of Forecasting, 1099-131X

Tidskrift

Fler filtreringsmöjligheter
  1. 2017
  2. Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

    Nystrup, P., Madsen, H. & Erik Lindström, 2017 dec, I : Journal of Forecasting. 36, 8, s. 989-1002

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  3. 2013
  4. Density Forecasting with Time Varying Higher Moments – A Model Confidence Set Approach

    Anders Vilhelmsson, 2013, I : Journal of Forecasting. 32, 1, s. 19-31

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  5. 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, s. 600-612.

    Forskningsoutput: Bidrag till övrig tidskrift/dags- eller nyhetstidningArtikel i facktidskrift eller populärpress

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

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  7. 2007
  8. Can panel data really improve the predictability of the monetary exchange rate model?

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  9. 2006
  10. GARCH forecasting under different distribution assumptions

    Anders Vilhelmsson, 2006, I : Journal of Forecasting. 25, 8, s. 561-578

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  11. 2003
  12. A neural network versus Black-Scholes: A comparison of pricing and hedging performances

    Amilon, H., 2003, I : Journal of Forecasting. 22, 4, s. 317-335

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift