Volume 15; Issue 3

Journal of Forecasting

Volume 15; Issue 3
1

Non-linear forecasting of financial time series: An overview and some new models

Terence C. Mills
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 560 KB
english, 1996
2

The information in the term structure: A non-parametric investigation

Bruce Mizrach
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 993 KB
english, 1996
4

Non-linear prediction of security returns with moving average rules

Ramazan Gençay
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 702 KB
english, 1996
5

Unobserved components in ARCH models: An application to seasonal adjustment

Gabriele Fiorentini, Agustín Maravall
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 1.33 MB
english, 1996
7

Forecasting stock market volatility using (non-linear) Garch models

Philip Hans Franses, Dick Van Dijk
Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 444 KB
english, 1996
10

Masthead

Journal:
Journal of Forecasting
Year:
1996
Language:
english
File:
PDF, 92 KB
english, 1996