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There are 129960 results for: content related to: Can We Predict Exchange Rate Movements at Short Horizons?

  1. 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

    Version of Record online : 25 MAR 2011, DOI: 10.1002/for.1231

  2. Are Analysts' Loss Functions Asymmetric?

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 736–756, Mark A. Clatworthy, David A. Peel and Peter F. Pope

    Version of Record online : 8 NOV 2011, DOI: 10.1002/for.1253

  3. Density Forecasting with Time-Varying Higher Moments: A Model Confidence Set Approach

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 19–31, Anders Wilhelmsson

    Version of Record online : 19 SEP 2011, DOI: 10.1002/for.1246

  4. Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 111–123, Rafael B. de Rezende and Mauro S. Ferreira

    Version of Record online : 20 NOV 2011, DOI: 10.1002/for.1256

  5. 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

    Version of Record online : 30 DEC 2011, DOI: 10.1002/for.1244

  6. 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

    Version of Record online : 30 DEC 2011, DOI: 10.1002/for.1272

  7. Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson–Siegel Model

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 193–214, Peter Exterkate, Dick Van Dijk, Christiaan Heij and Patrick J. F. Groenen

    Version of Record online : 27 OCT 2011, DOI: 10.1002/for.1258

  8. The Accuracy of Non-traditional versus Traditional Methods of Forecasting Lumpy Demand

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 721–735, Somnath Mukhopadhyay, Adriano O. Solis and Rafael S. Gutierrez

    Version of Record online : 7 AUG 2011, DOI: 10.1002/for.1242

  9. Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

    Journal of Forecasting

    Volume 36, Issue 3, April 2017, Pages: 257–272, Andrei Shynkevich

    Version of Record online : 28 JUL 2016, DOI: 10.1002/for.2436

  10. A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 377–390, Farhat Iqbal and Kanchan Mukherjee

    Version of Record online : 26 FEB 2011, DOI: 10.1002/for.1224

  11. A Meta-learning Framework for Bankruptcy Prediction

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 167–179, Chih-Fong Tsai and Yu-Feng Hsu

    Version of Record online : 9 NOV 2011, DOI: 10.1002/for.1264

  12. Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 1–14, Horst Entorf, Anne Gross and Christian Steiner

    Version of Record online : 16 FEB 2011, DOI: 10.1002/for.1206

  13. The Volatility and Density Prediction Performance of Alternative GARCH Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 157–171, Teng-Hao Huang and Yaw-Huei Wang

    Version of Record online : 28 JAN 2011, DOI: 10.1002/for.1217

  14. 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

    Version of Record online : 9 OCT 2011, DOI: 10.1002/for.1257

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

    Journal of Forecasting

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

    Version of Record online : 25 MAR 2011, DOI: 10.1002/for.1228

  16. Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 540–564, Ken Nyholm and Rositsa Vidova-Koleva

    Version of Record online : 1 AUG 2011, DOI: 10.1002/for.1239

  17. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

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

    Version of Record online : 16 JAN 2012, DOI: 10.1002/for.1270

  18. Predicting the Direction of the Fed's Target Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 47–67, Heikki Kauppi

    Version of Record online : 14 NOV 2010, DOI: 10.1002/for.1201

  19. The Role of Financial Variables in predicting economic activity

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 15–46, Raphael Espinoza, Fabio Fornari and Marco J. Lombardi

    Version of Record online : 14 FEB 2011, DOI: 10.1002/for.1212

  20. Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy

    Journal of Forecasting

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

    Version of Record online : 9 MAR 2011, DOI: 10.1002/for.1223