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There are 10171 results for: content related to: Multivariate GARCH Models with Correlation Clustering

  1. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 639–660, John F. Garvey and Liam A. Gallagher

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1244

  2. Generalised Estimators for Seasonal Forecasting by Combining Grouping with Shrinkage Approaches

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 137–150, Kui Zhang, Huijing Chen, John Boylan and Philip Scarf

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1254

  3. Forecasting Multivariate Time Series with the Theta Method

    Journal of Forecasting

    Dimitrios D. Thomakos and Konstantinos Nikolopoulos

    Article first published online : 26 FEB 2015, DOI: 10.1002/for.2334

  4. Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 85–98, Giacomo Sbrana

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1227

  5. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  6. Estimation and Forecasting of Locally Stationary Processes

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 86–96, Wilfredo Palma, Ricardo Olea and Guillermo Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1259

  7. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  8. Detection of the number of two-dimensional harmonics in additive colored noise

    Wireless Communications and Mobile Computing

    Volume 14, Issue 8, 10 June 2014, Pages: 761–769, Shiyong Yang, Hongwei Li and Tao Jiang

    Article first published online : 30 APR 2012, DOI: 10.1002/wcm.2234

  9. Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 124–136, Blanca Moreno and Ana Jesús López

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1257

  10. Prediction from the One-Way Error Components Model with AR(1) Disturbances

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 617–638, Eugene Kouassi, Joel Sango, J.M. Bosson Brou, Francis N. Teubissi and Kern O. Kymn

    Article first published online : 6 APR 2011, DOI: 10.1002/for.1233

  11. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  12. Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 361–376, Martin Feldkircher

    Article first published online : 25 MAR 2011, DOI: 10.1002/for.1228

  13. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 395–408, Hossein Hassani, Saeed Heravi and Anatoly Zhigljavsky

    Article first published online : 10 APR 2012, DOI: 10.1002/for.2244

  14. Spurious Forecasts?

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 245–259, Berenice Martínez-Rivera, Daniel Ventosa-Santaulària and J. Eduardo Vera-Valdés

    Article first published online : 14 MAR 2011, DOI: 10.1002/for.1219

  15. Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 68–84, Liam J. A. Lenten

    Article first published online : 9 MAR 2011, DOI: 10.1002/for.1223

  16. Comparison of HCF life prediction methods based on different critical planes under multiaxial variable amplitude loading

    Fatigue & Fracture of Engineering Materials & Structures

    C. Wang, D.-G. Shang, X.-W. Wang, H. Chen and J.-Z. Liu

    Article first published online : 12 AUG 2014, DOI: 10.1111/ffe.12234

  17. Price–Dividend Ratios and Stock Price Predictability

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 423–442, Jyh-Lin Wu and Yu-Hau Hu

    Article first published online : 25 MAR 2011, DOI: 10.1002/for.1231

  18. A Robust Data-Mining Approach to Bankruptcy Prediction

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 504–523, Mehdi Divsalar, Habib Roodsaz, Farshad Vahdatinia, Ghassem Norouzzadeh and Amir Hossein Behrooz

    Article first published online : 22 MAR 2011, DOI: 10.1002/for.1232

  19. Forecasting Temperature Indices Density with Time-Varying Long-Memory Models

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 339–352, Massimiliano Caporin and Juliusz Preś

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1272

  20. Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 580–595, Efthymios G. Pavlidis, Ivan Paya and David A. Peel

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1247