Asymptotic prediction of mean squared error for long-memory processes with estimated parameters.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 8, p. 690, doi. 10.1002/for.1078
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2008 AND VI 27 AND IP 8
Results: 4
1
2
Modeling regime transition in stock index futures markets and forecasting implications.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 8, p. 649, doi. 10.1002/for.1084
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- Publication type:
- Article
3
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 8, p. 670, doi. 10.1002/for.1096
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- Publication type:
- Article
4
The predictive value of temporally disaggregated volatility: evidence from index futures markets.
- Published in:
- Journal of Forecasting, 2008, v. 27, n. 8, p. 721, doi. 10.1002/for.1098
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- Publication type:
- Article