An Alternative Methodology for Combining Different Forecasting Models (Q3604103): Difference between revisions

@@ Property / describes a project that uses @@
+S-PLUS
@@ Property / describes a project that uses: S-PLUS / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02664760701231633
+Normal rank
@@ Property / OpenAlex ID @@
+W1993928054
@@ Property / OpenAlex ID: W1993928054 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Common Persistence in Conditional Variances
@@ Property / cites work: Common Persistence in Conditional Variances / rank @@
+Normal rank
@@ Property / cites work @@
+Neural networks: A review from a statistical perspective. With comments and a rejoinder by the authors
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Modelling the persistence of conditional variances
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999325
@@ Property / cites work: Q3999325 / rank @@
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
+Normal rank
@@ Property / cites work @@
+Nonparametric ANCOVA with two and three covariates
+Normal rank
@@ Property / cites work @@
+Q4700589
@@ Property / cites work: Q4700589 / rank @@
+Normal rank