Do Long-Run Theory Restrictions Help in Forecasting?
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 5, p. 401, doi. 10.1002/for.1229
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2012 AND VI 31 AND IP 5
Results: 5
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Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 5, p. 391, doi. 10.1002/for.1220
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- Publication type:
- Article
3
Price-Dividend Ratios and Stock Price Predictability.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 5, p. 423, doi. 10.1002/for.1231
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- Publication type:
- Article
4
A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 5, p. 377, doi. 10.1002/for.1224
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- Publication type:
- Article
5
Multivariate GARCH Models with Correlation Clustering.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 5, p. 443, doi. 10.1002/for.1234
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- Publication type:
- Article