Forecasting time-varying covariance with a robust Bayesian threshold model.
- Published in:
- Journal of Forecasting, 2011, v. 30, n. 5, p. 451, doi. 10.1002/for.1183
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2011 AND VI 30 AND IP 5
Results: 4
1
2
Testing for the usefulness of forecasts.
- Published in:
- Journal of Forecasting, 2011, v. 30, n. 5, p. 469, doi. 10.1002/for.1180
- By:
- Publication type:
- Article
3
Cointegration rank switching model: an application to forecasting interest rates.
- Published in:
- Journal of Forecasting, 2011, v. 30, n. 5, p. 509, doi. 10.1002/for.1191
- By:
- Publication type:
- Article
4
Nonlinear identification of judgmental forecasts effects at SKU level.
- Published in:
- Journal of Forecasting, 2011, v. 30, n. 5, p. 490, doi. 10.1002/for.1184
- By:
- Publication type:
- Article