Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 4, p. 330, doi. 10.1002/for.1222
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2012 AND VI 31 AND IP 4
Results: 5
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2
Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 4, p. 314, doi. 10.1002/for.1226
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- Publication type:
- Article
3
Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis.
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- Journal of Forecasting, 2012, v. 31, n. 4, p. 361, doi. 10.1002/for.1228
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- Article
4
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 4, p. 281, doi. 10.1002/for.1194
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- Publication type:
- Article
5
The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 4, p. 344, doi. 10.1002/for.1230
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- Publication type:
- Article