Forecasting intraday S&P 500 index returns: A functional time series approach.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 741, doi. 10.1002/for.2467
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2017 AND VI 36 AND IP 7
Results: 10
1
2
What can we learn from the fifties?
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 756, doi. 10.1002/for.2468
- By:
- Publication type:
- Article
3
Improvement of the Liu-type Shiller estimator for distributed lag models.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 776, doi. 10.1002/for.2469
- By:
- Publication type:
- Article
4
Adjusting for information content when comparing forecast performance.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 784, doi. 10.1002/for.2470
- By:
- Publication type:
- Article
5
PARX model for football match predictions.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 795, doi. 10.1002/for.2471
- By:
- Publication type:
- Article
6
The impact of parameter and model uncertainty on market risk predictions from GARCH-type models.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 808, doi. 10.1002/for.2472
- By:
- Publication type:
- Article
7
Mortality effects of temperature changes in the United Kingdom.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 824, doi. 10.1002/for.2473
- By:
- Publication type:
- Article
8
Prediction-based adaptive compositional model for seasonal time series analysis.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 842, doi. 10.1002/for.2474
- By:
- Publication type:
- Article
9
Prediction of α-stable GARCH and ARMA-GARCH-M models.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 859, doi. 10.1002/for.2477
- By:
- Publication type:
- Article
10
On assessing the relative performance of default predictions.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 7, p. 854, doi. 10.1002/for.2479
- By:
- Publication type:
- Article