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There are 13670 results for: content related to: Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

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  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. 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

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    Nonlinear Forecasting Using Factor-Augmented Models

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 32–40, Bruno Cara Giovannetti

    Article first published online : 10 OCT 2011, DOI: 10.1002/for.1248

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    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

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1246

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    Does Information Help Intra-Day Volatility Forecasts?

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 1–9, David G. McMillan and Raquel Quiroga García

    Article first published online : 2 AUG 2011, DOI: 10.1002/for.1243

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    Optimal Hedge Ratio Estimation and Effectiveness Using ARCD

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 41–50, Eleftheria Kostika and Raphael N. Markellos

    Article first published online : 23 JAN 2012, DOI: 10.1002/for.1249

  7. Improving Hull and White's Method of Estimating Portfolio Value-at-Risk

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 706–720, Chang-Cheng Changchien, Chu-Hsiung Lin and Hsien-Chueh Peter Yang

    Article first published online : 3 AUG 2011, DOI: 10.1002/for.1241

  8. A fault-tolerant energy-efficient clustering protocol of a wireless sensor network

    Wireless Communications and Mobile Computing

    Lutful Karim, Nidal Nasser and Tarek Sheltami

    Article first published online : 26 JAN 2012, DOI: 10.1002/wcm.1240

  9. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Pablo Matias Pincheira Brown

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

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    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

  11. 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

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    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

  13. 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

  14. Prediction in the Random Effects Model with MA (q) Remainder Disturbances

    Journal of Forecasting

    Badi H. Baltagi and Long Liu

    Article first published online : 23 DEC 2011, DOI: 10.1002/for.1271

  15. 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

  16. 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

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1256

  17. 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

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    Real-Time Forecasts of Inflation: The Role of Financial Variables

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 51–61, Libero Monteforte and Gianluca Moretti

    Article first published online : 28 MAR 2012, DOI: 10.1002/for.1250

  19. Twisting the Dollar? On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 596–616, Michael Frenkel, Jan-Christoph Rülke and Georg Stadtmann

    Article first published online : 10 JUL 2011, DOI: 10.1002/for.1238

  20. Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 151–166, Andrey Vasnev, Margaret Skirtun and Laurent Pauwels

    Article first published online : 5 DEC 2011, DOI: 10.1002/for.1261

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