No. 36-7, November 2017
Index
- Adjusting for information content when comparing forecast performance
- Forecasting intraday S&P 500 index returns: A functional time series approach
- Improvement of the Liu‐type Shiller estimator for distributed lag models
- Mortality effects of temperature changes in the United Kingdom
- On assessing the relative performance of default predictions
- PARX model for football match predictions
- Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
- Prediction‐based adaptive compositional model for seasonal time series analysis
- The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
- What can we learn from the fifties?