Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 691, doi. 10.1002/for.2530
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2018 AND VI 37 AND IP 6
Results: 7
1
2
Robust model rankings of forecasting performance.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 676, doi. 10.1002/for.2529
- By:
- Publication type:
- Article
3
Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 666, doi. 10.1002/for.2528
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- Publication type:
- Article
4
Do IMF fiscal forecasts add value?
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 650, doi. 10.1002/for.2527
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- Publication type:
- Article
5
Low and high prices can improve covariance forecasts: The evidence based on currency rates.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 641, doi. 10.1002/for.2525
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- Publication type:
- Article
6
Predicting crypto‐currencies using sparse non‐Gaussian state space models.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 627, doi. 10.1002/for.2524
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- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 6, p. 1, doi. 10.1002/for.2495
- Publication type:
- Article