The following pages link to (Q3908728):
Displaying 13 items.
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Identification of stock market forces in the system adaptation framework (Q903653) (← links)
- On the Brown method of exponential smoothing (Q1837509) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Predicting wheat futures prices in India (Q2036887) (← links)
- Model of Combined Prevision: An Application of the Monthly Series of Dengue Notifications in the State of Pernambuco (Q3447120) (← links)
- Manufacturing investment-performance causality in the UK clothing industry (Q4230242) (← links)
- Simple versus complex models: Evaluation, accuracy, and combining (Q4353454) (← links)
- Econometrics exams and round numbers: Use or misuse of indirect estimation methods? (Q5086127) (← links)
- Lot Size Scheduling using Fuzzy Numbers (Q5689983) (← links)