Works matching IS 02776693 AND DT 2017 AND VI 36 AND IP 8
Results: 7
Forecasting the Daily Time-Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 956, doi. 10.1002/for.2442
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- Article
Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 974, doi. 10.1002/for.2445
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- Article
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 989, doi. 10.1002/for.2447
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- Article
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 919, doi. 10.1002/for.2430
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- Article
Exploiting Spillovers to Forecast Crashes.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 936, doi. 10.1002/for.2434
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- Article
Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 867, doi. 10.1002/for.2389
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- Article
A Comparison of the Forecasting Ability of Immediate Price Impact Models.
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- Journal of Forecasting, 2017, v. 36, n. 8, p. 898, doi. 10.1002/for.2405
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- Article