Zeng, Tian; Swanson, Norman R. Predictive evaluation of econometric forecasting models in commodity futures markets. (English) Zbl 1078.91560 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 6, 159-177 (1998). MSC: 91B82 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Parker, Randall E.; Rothman, Philip The current depth-of-recession and unemployment-rate forecasts. (English) Zbl 1078.91570 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 5, 151-158 (1998). MSC: 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Ghysels, Eric; Jasiak, Joanna GARCH for irregularly spaced financial data: the ACD-GARCH model. (English) Zbl 1078.91564 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 4, 133-149 (1998). MSC: 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Gallo, Giampiero M.; Pacini, Barbara Early news is good news: the effects of market opening on market volatility. (English) Zbl 1078.91540 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 3, 115-131 (1998). MSC: 91B60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Franses, Philip Hans; van Griensven, Kasper Forecasting exchange rates using neural networks for technical trading rules. (English) Zbl 1078.91539 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 2, 109-114 (1998). MSC: 91B60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chao, John C.; Chiao, Chaoshin Testing the expectations theory of the term structure of interest rates using model-selection methods. (English) Zbl 1078.91532 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 1, 95-108 (1998). MSC: 91B28 91B82 × Cite Format Result Cite Review PDF Full Text: DOI Link