Forecasting Performance of Nonlinear Models for Intraday Stock Returns.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 2, p. 172, doi. 10.1002/for.1218
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2012 AND VI 31 AND IP 2
Results: 5
1
2
The Volatility and Density Prediction Performance of Alternative GARCH Models.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 2, p. 157, doi. 10.1002/for.1217
- By:
- Publication type:
- Article
3
Analyzing Macroeconomic Forecastability.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 2, p. 99, doi. 10.1002/for.1216
- By:
- Publication type:
- Article
4
Parameter Space Restrictions in State Space Models.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 2, p. 109, doi. 10.1002/for.1209
- By:
- Publication type:
- Article
5
Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 2, p. 124, doi. 10.1002/for.1181
- By:
- Publication type:
- Article