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There are 12938 results for: content related to: Forecasting Temperature Indices Density with Time-Varying Long-Memory Models

  1. MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 341–356, Kei Nanamiya

    Version of Record online : 14 MAR 2014, DOI: 10.1111/jtsa.12068

  2. Inference of Seasonal Long-memory Time Series with Measurement Error

    Scandinavian Journal of Statistics

    Volume 42, Issue 1, March 2015, Pages: 137–154, Henghsiu Tsai, Heiko Rachinger and Edward M.H. Lin

    Version of Record online : 25 APR 2014, DOI: 10.1111/sjos.12099

  3. Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 724–742, Axel Groß-KlußMann and Nikolaus Hautsch

    Version of Record online : 22 AUG 2013, DOI: 10.1002/for.2267

  4. Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day-of-the-Week Effect

    International Review of Finance

    Volume 14, Issue 3, September 2014, Pages: 345–392, Ke Yang and Langnan Chen

    Version of Record online : 10 APR 2014, DOI: 10.1111/irfi.12030

  5. THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY

    Journal of Financial Research

    Volume 32, Issue 3, Fall 2009, Pages: 231–259, Wing Hong Chan, Ranjini Jha and Madhu Kalimipalli

    Version of Record online : 7 SEP 2009, DOI: 10.1111/j.1475-6803.2009.01249.x

  6. Prediction in an Unbalanced Nested Error Components Panel Data Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 755–768, Badi H. Baltagi and Alain Pirotte

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2272

  7. STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 151–172, Violetta Dalla, Liudas Giraitis and Hira L. Koul

    Version of Record online : 15 JAN 2014, DOI: 10.1111/jtsa.12056

  8. Distinguishing short and long memory volatility specifications

    The Econometrics Journal

    Volume 11, Issue 3, November 2008, Pages: 617–637, Shiuyan Pong, Mark B. Shackleton and Stephen J. Taylor

    Version of Record online : 22 SEP 2008, DOI: 10.1111/j.1368-423X.2008.00251.x

  9. On enrichment functions in the extended finite element method

    International Journal for Numerical Methods in Engineering

    Volume 91, Issue 2, 13 July 2012, Pages: 186–217, Qi-Zhi Zhu

    Version of Record online : 19 APR 2012, DOI: 10.1002/nme.4272

  10. A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility

    Journal of Forecasting

    Volume 34, Issue 3, April 2015, Pages: 209–219, Heejoon Han, Myung D. Park and Shen Zhang

    Version of Record online : 12 FEB 2015, DOI: 10.1002/for.2333

  11. Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility

    Journal of Forecasting

    Volume 33, Issue 7, November 2014, Pages: 532–541, Thomas Lux, Leonardo Morales-Arias and Cristina Sattarhoff

    Version of Record online : 15 SEP 2014, DOI: 10.1002/for.2307

  12. Realized Volatility Forecast of Stock Index Under Structural Breaks

    Journal of Forecasting

    Volume 34, Issue 1, January 2015, Pages: 57–82, Ke Yang, Langnan Chen and Fengping Tian

    Version of Record online : 28 NOV 2014, DOI: 10.1002/for.2318

  13. First-order bias correction for fractionally integrated time series

    Canadian Journal of Statistics

    Volume 37, Issue 3, September 2009, Pages: 476–493, Jaechoul Lee and Kyungduk Ko

    Version of Record online : 16 JUL 2009, DOI: 10.1002/cjs.10022

  14. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

    Journal of Futures Markets

    Dimos S. Kambouroudis, David G. McMillan and Katerina Tsakou

    Version of Record online : 29 APR 2016, DOI: 10.1002/fut.21783

  15. 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

  16. An Effective Approach to the Repeated Cross-Sectional Design

    American Journal of Political Science

    Volume 59, Issue 1, January 2015, Pages: 242–258, Matthew J. Lebo and Christopher Weber

    Version of Record online : 14 MAR 2014, DOI: 10.1111/ajps.12095

  17. Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices

    Real Estate Economics

    Volume 35, Issue 3, Fall 2007, Pages: 349–382, Shaun A. Bond and Soosung Hwang

    Version of Record online : 16 AUG 2007, DOI: 10.1111/j.1540-6229.2007.00193.x

  18. Pricing Nikkei 225 Options Using Realized Volatility

    The Japanese Economic Review

    Volume 65, Issue 4, December 2014, Pages: 431–467, Masato Ubukata and Toshiaki Watanabe

    Version of Record online : 15 NOV 2013, DOI: 10.1111/jere.12024

  19. Detection of long-range dependence and estimation of fractal exponents through ARFIMA modelling

    British Journal of Mathematical and Statistical Psychology

    Volume 60, Issue 1, May 2007, Pages: 85–106, Kjerstin Torre, Didier Delignières and Loïc Lemoine

    Version of Record online : 31 DEC 2010, DOI: 10.1348/000711005X89513

  20. A hidden renewal model for monitoring aquatic systems biosensors

    Environmetrics

    Volume 25, Issue 3, May 2014, Pages: 189–199, R. Azaïs, R. Coudret and G. Durrieu

    Version of Record online : 10 APR 2014, DOI: 10.1002/env.2272