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There are 17200 results for: content related to: Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

  1. 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

  2. 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

  3. 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

  4. 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

  5. The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 600–612, Hossein Asgharian, Ai Jun Hou and Farrukh Javed

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2256

  6. 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

    Article first published online : 27 OCT 2011, DOI: 10.1002/for.1258

  7. 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

    Article first published online : 8 NOV 2011, DOI: 10.1002/for.1253

  8. 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

  9. 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

  10. Multivariate GARCH Models with Correlation Clustering

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 443–468, Mike K. P. So and Iris W. H. Yip

    Article first published online : 30 MAR 2011, DOI: 10.1002/for.1234

  11. 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

  12. Boundary element formulation for plane problems in couple stress elasticity

    International Journal for Numerical Methods in Engineering

    Volume 89, Issue 5, 3 February 2012, Pages: 618–636, A. R. Hadjesfandiari and G. F. Dargush

    Article first published online : 12 AUG 2011, DOI: 10.1002/nme.3256

  13. Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 62–74, Jooyoung Jeon and James W. Taylor

    Article first published online : 27 OCT 2011, DOI: 10.1002/for.1251

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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