Forecasting volatility with outliers in GARCH models.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 551, doi. 10.1002/for.1065
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2008 AND VI 27 AND IP 7
Results: 6
1
2
Traditional versus novel forecasting techniques: how much do we gain?
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 637, doi. 10.1002/for.1066
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- Publication type:
- Article
3
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 566, doi. 10.1002/for.1072
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- Publication type:
- Article
4
Is it a short-memory, long-memory, or permanently Granger-causation influence?
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 607, doi. 10.1002/for.1075
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- Publication type:
- Article
5
Tourism in the Canary Islands: forecasting using several seasonal time series models.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 621, doi. 10.1002/for.1077
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- Publication type:
- Article
6
Power transformation models and volatility forecasting.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 7, p. 587, doi. 10.1002/for.1079
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- Publication type:
- Article