Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty
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Frontiers of Economics and Globalization

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00221-7 ◽

2008 ◽

pp. v ◽

Cited By ~ 1

Author(s):

Hamid Beladi ◽

E. Kwan Choi

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Subject Index

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00219-9 ◽

2008 ◽

pp. 657-661

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Copyright page

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00224-2 ◽

2008 ◽

pp. iv

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Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00210-2 ◽

2008 ◽

pp. 381-416 ◽

Cited By ~ 15

Author(s):

David E. Rapach ◽

Jack K. Strauss ◽

Mark E. Wohar

Keyword(s):

Stock Return ◽

Structural Breaks ◽

Return Volatility ◽

Stock Return Volatility

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Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00215-1 ◽

2008 ◽

pp. 561-594 ◽

Cited By ~ 11

Author(s):

Francesco Ravazzolo ◽

Richard Paap ◽

Dick van Dijk ◽

Philip Hans Franses

Keyword(s):

Bayesian Model ◽

Structural Breaks ◽

Bayesian Model Averaging ◽

Model Averaging

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Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00211-4 ◽

2008 ◽

pp. 417-447 ◽

Cited By ~ 14

Author(s):

Dimitris N. Politis ◽

Dimitrios D. Thomakos

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Chapter 9 A Source of Long Memory in Volatility

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00209-6 ◽

2008 ◽

pp. 329-380 ◽

Cited By ~ 7

Author(s):

Namwon Hyung ◽

Ser-Huang Poon ◽

Clive W.J. Granger

Keyword(s):

Long Memory

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Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00201-1 ◽

2008 ◽

pp. 3-39 ◽

Cited By ~ 4

Author(s):

Michael P. Clements ◽

David F. Hendry

Keyword(s):

Econometric Model

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Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00204-7 ◽

2008 ◽

pp. 149-194 ◽

Cited By ~ 35

Author(s):

Anindya Banerjee ◽

Massimiliano Marcellino ◽

Igor Masten

Keyword(s):

Structural Change ◽

Macroeconomic Variables

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Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty ◽

10.1016/s1574-8715(07)00202-3 ◽

2008 ◽

pp. 41-92 ◽

Cited By ~ 1

Author(s):

Jennifer L. Castle ◽

David F. Hendry

Keyword(s):

Structural Breaks

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Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model UncertaintyLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Frontiers of Economics and Globalization

Subject Index

Copyright page

Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks

Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks

Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations

Chapter 9 A Source of Long Memory in Volatility

Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991

Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change

Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation

Frontiers of Economics and Globalization - Forecasting in the Presence of Structural Breaks and Model Uncertainty
Latest Publications