High-frequency Markov Switching Models in the Foreign Exchange Market.
- Published in:
- Journal of Forecasting, 2000, v. 19, n. 2, p. 123, doi. 10.1002/(SICI)1099-131X(200003)19:2<123::AID-FOR750>3.0.CO;2-C
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- Article
Works matching IS 02776693 AND DT 2000 AND VI 19 AND IP 2
Results: 4
1
2
Linear Combination of Restrictions and Forecasts in Time Series Analysis.
- Published in:
- Journal of Forecasting, 2000, v. 19, n. 2, p. 103, doi. 10.1002/(SICI)1099-131X(200003)19:2<103::AID-FOR747>3.0.CO;2-V
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- Publication type:
- Article
3
Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model.
- Published in:
- Journal of Forecasting, 2000, v. 19, n. 2, p. 81, doi. 10.1002/(SICI)1099-131X(200003)19:2<81::AID-FOR734>3.0.CO;2-L
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- Publication type:
- Article
4
A Comparison of Approximate Bayesian Forecasting Methods for Non-Gaussian Time Series.
- Published in:
- Journal of Forecasting, 2000, v. 19, n. 2, p. 135, doi. 10.1002/(SICI)1099-131X(200003)19:2<135::AID-FOR751>3.0.CO;2-2
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- Publication type:
- Article