Prediction from the One-Way Error Components Model with AR(1) Disturbances.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 7, p. 617, doi. 10.1002/for.1233
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2012 AND VI 31 AND IP 7
Results: 5
1
2
The Realised-Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 7, p. 639, doi. 10.1002/for.1244
- By:
- Publication type:
- Article
3
Can We Predict Exchange Rate Movements at Short Horizons?
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 7, p. 565, doi. 10.1002/for.1236
- By:
- Publication type:
- Article
4
Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 7, p. 580, doi. 10.1002/for.1247
- By:
- Publication type:
- Article
5
Twisting the Dollar? On the Consistency of Short-Run and Long-Run Exchange Rate Expectations.
- Published in:
- Journal of Forecasting, 2012, v. 31, n. 7, p. 596, doi. 10.1002/for.1238
- By:
- Publication type:
- Article