Works matching IS 02776693 AND DT 2021 AND VI 40 AND IP 4

Results: 11

Forecasting systemic risk in portfolio selection: The role of technical trading rules.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 708, doi. 10.1002/for.2741

By:

Kouaissah, Noureddine;
Hocine, Amin

Publication type:

Article

Point and density forecasting of macroeconomic and financial uncertainties of the USA.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 700, doi. 10.1002/for.2740

By:

Salisu, Afees A.;
Gupta, Rangan;
Ogbonna, Ahamuefula E.

Publication type:

Article

Forecasting volatility with outliers in Realized GARCH models.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 667, doi. 10.1002/for.2736

By:

Cai, Guanghui;
Wu, Zhimin;
Peng, Lei

Publication type:

Article

The tensor auto‐regressive model.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 636, doi. 10.1002/for.2735

By:

Hill, Chelsey;
Li, James;
Schneider, Matthew J.;
Wells, Martin T.

Publication type:

Article

Stock index forecasting: A new fuzzy time series forecasting method.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 653, doi. 10.1002/for.2734

By:

Wu, Hao;
Long, Haiming;
Wang, Yue;
Wang, Yanqi

Publication type:

Article

An approach to increasing forecast‐combination accuracy through VAR error modeling.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 686, doi. 10.1002/for.2733

By:

Weigt, Till;
Wilfling, Bernd

Publication type:

Article

Granger causality of bivariate stationary curve time series.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 626, doi. 10.1002/for.2732

By:

Shang, Han Lin;
Ji, Kaiying;
Beyaztas, Ufuk

Publication type:

Article

Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 577, doi. 10.1002/for.2731

By:

Baker, H. Kent;
Kumar, Satish;
Pattnaik, Debidutta

Publication type:

Article

A performance analysis of prediction intervals for count time series.

Published in:

Journal of Forecasting, 2021, v. 40, n. 4, p. 603, doi. 10.1002/for.2729

By:

Homburg, Annika;
Weiß, Christian H.;
Alwan, Layth C.;
Frahm, Gabriel;
Göb, Rainer

Publication type:

Article

Issue Information.

Published in:: Journal of Forecasting, 2021, v. 40, n. 4, p. 575, doi. 10.1002/for.2703
Publication type:: Article

Withdrawal: "Bitcoin Futures, Technical Analysis and Return Predictability in Bitcoin Prices": Andrei Shynkevich.

Published in:: Journal of Forecasting, 2021, v. 40, n. 4, p. 730, doi. 10.1002/for.2656
Publication type:: Article