A Bayesian Threshold Nonlinearity Test for Financial Time Series.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 1, p. 61, doi. 10.1002/for.939
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2005 AND VI 24 AND IP 1
Results: 4
1
2
Forecasting Stock Prices Using a Hierarchical Bayesian Approach.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 1, p. 39, doi. 10.1002/for.933
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- Publication type:
- Article
3
Prediction Intervals for Exponential Smoothing Using Two New Classes of State Space Models.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 1, p. 17, doi. 10.1002/for.938
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- Publication type:
- Article
4
Forecasting Time Series with Long Memory and Level Shifts.
- Published in:
- Journal of Forecasting, 2005, v. 24, n. 1, p. 1, doi. 10.1002/for.937
- By:
- Publication type:
- Article