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There are 13873 results for: content related to: Forecasting Call Centre Arrivals

  1. 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

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2272

  2. Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 369–384, Giovanni Masala

    Article first published online : 14 MAY 2012, DOI: 10.1002/for.2245

  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

    Article first published online : 22 AUG 2013, DOI: 10.1002/for.2267

  4. The Effects of Disaggregation on Forecasting Nonstationary Time Series

    Journal of Forecasting

    Pilar Poncela and Antonio García-Ferrer

    Article first published online : 4 APR 2014, DOI: 10.1002/for.2291

  5. Early Warning with Calibrated and Sharper Probabilistic Forecasts

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 452–468, Reason L. Machete

    Article first published online : 26 MAR 2012, DOI: 10.1002/for.2242

  6. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2259

  7. The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 561–576, Dimitrios P. Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2249

  8. Forecasting Forward Defaults with the Discrete-Time Hazard Model

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 108–123, Ruey-Ching Hwang and Chih-Kang Chu

    Article first published online : 19 DEC 2013, DOI: 10.1002/for.2278

  9. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 702–723, Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2266

  10. Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 198–213, Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain

    Article first published online : 3 MAR 2014, DOI: 10.1002/for.2286

  11. Long-Run and Cyclical Dynamics in the US Stock Market

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 147–161, Guglielmo Maria Caporale and Luis Gil-Alana

    Article first published online : 28 DEC 2013, DOI: 10.1002/for.2282

  12. 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

  13. Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 469–480, Manabu Asai

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2252

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    In-Sample and Out-of-Sample Prediction of stock Market Bubbles: Cross-Sectional Evidence

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 15–31, Helmut Herwartz and Konstantin A. Kholodilin

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2269

  15. Predicting Recessions with Factor Linear Dynamic Harmonic Regressions

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 481–499, Marcos Bujosa, Antonio García-Ferrer and Aránzazu de Juan

    Article first published online : 9 MAY 2013, DOI: 10.1002/for.2246

  16. Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 613–627, Hao Ding and Kai-pui Lam

    Article first published online : 11 JUL 2013, DOI: 10.1002/for.2257

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    Hierarchical Shrinkage in Time-Varying Parameter Models

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 80–94, Miguel A.G. Belmonte, Gary Koop and Dimitris Korobilis

    Article first published online : 19 DEC 2013, DOI: 10.1002/for.2276

  18. On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 353–368, Helmut Herwartz

    Article first published online : 23 JAN 2012, DOI: 10.1002/for.2241

  19. Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 534–550, Richard Gerlach, Zudi Lu and Hai Huang

    Article first published online : 25 JUN 2013, DOI: 10.1002/for.2255

  20. Comparing Small- and Large-Scale Models of Multicategory Buying Behavior

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 423–434, Harald Hruschka

    Article first published online : 11 JUN 2013, DOI: 10.1002/for.2251