No. 35-3, April 2016
Index
- Bayesian Model Averaging under Regime Switching with Application to Cyclical Macro Variable Forecasting
- Comparison of Near Neighbour and Neural Network in Travel Forecasting
- Forecasting High‐Frequency Risk Measures
- Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data
- Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
- Real‐Time Signal Extraction with Regularized Multivariate Direct Filter Approach