Number of items: 5.
Article
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(1997)
GARCH modelling in finance: a review of the software options.
The Economic Journal, 107 (443).
pp. 1271-1276.
ISSN 1468-0297
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(1997)
Linear and non-linear (non-)forecastability of high-frequency exchange rates.
Journal of Forecasting, 16 (2).
pp. 125-145.
ISSN 1099-131X
doi: https://doi.org/10.1002/(SICI)1099-131X(199703)16:2<125::AID-FOR648>3.0.CO;2-T
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(1997)
Evaluating the rationality of fixed-event forecasts.
Journal of Forecasting, 16 (4).
pp. 225-239.
ISSN 1099-131X
doi: https://doi.org/10.1002/(SICI)1099-131X(199707)16:4<225::AID-FOR656>3.0.CO;2-L
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F.
(1997)
An empirical study of seasonal unit roots in forecasting.
International Journal of Forecasting, 13 (3).
pp. 341-356.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(97)00022-8
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J.
(1997)
The performance of alternative forecasting methods for SETAR models.
International Journal of Forecasting, 13 (4).
pp. 463-475.
ISSN 0169-2070
doi: https://doi.org/10.1016/S0169-2070(97)00017-4
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