The importance of time-varying volatility and country interactions in forecasting economic activity.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 615, doi. 10.1002/for.2457
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2017 AND VI 36 AND IP 6
Results: 8
1
2
Forecast robustness in macroeconometric models.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 629, doi. 10.1002/for.2459
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- Publication type:
- Article
3
Forecasting key US macroeconomic variables with a factor-augmented Qual VAR.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 640, doi. 10.1002/for.2460
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- Publication type:
- Article
4
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 651, doi. 10.1002/for.2462
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- Publication type:
- Article
5
Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 680, doi. 10.1002/for.2463
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- Publication type:
- Article
6
Understanding algorithm aversion: When is advice from automation discounted?
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 691, doi. 10.1002/for.2464
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- Publication type:
- Article
7
Robust estimation of conditional variance of time series using density power divergences.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 703, doi. 10.1002/for.2465
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- Publication type:
- Article
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions.
- Published in:
- Journal of Forecasting, 2017, v. 36, n. 6, p. 718, doi. 10.1002/for.2466
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- Publication type:
- Article