JOURNAL OF FORECASTING,volume 34,issue 3  (04-2015)

Period of time： 2015年3期

Publisher： John Wiley & Sons Inc

Founded in： 1982

Total resources： 27

ISSN： 0277-6693

Subject： F Economic

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JOURNAL OF FORECASTING,volume 34,issue 3

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Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 163-176

John Wiley & Sons Inc

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The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 177-190

John Wiley & Sons Inc

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Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 191-208

John Wiley & Sons Inc

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A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 209-219

John Wiley & Sons Inc

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Forecasting Multivariate Time Series with the Theta Method

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 220-229

John Wiley & Sons Inc

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Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach

JOURNAL OF FORECASTING,volume 34,issue 3 , Vol. 34, Iss. 3, 2015-04 , pp. 230-239

John Wiley & Sons Inc

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Total 6 item(s)