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Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
In: Departmental Working Papers.
RePEc:rut:rutres:200309.

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  1. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Tunda P. ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:pre:wpaper:201416.

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  2. Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). Kanda, Tunda P. ; Bahramian, Pejman .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-471.

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  3. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman.
    In: Working Papers.
    RePEc:emu:wpaper:15-19.pdf.

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  4. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
    In: Working Papers.
    RePEc:fip:fedlwp:2008-010.

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  5. Nonlinear Time Series in Financial Forecasting. (2008). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria .
    In: Working Papers.
    RePEc:ucr:wpaper:200803.

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  6. Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia. (2006). Maria Clara Aristizabal Restrepo, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:377.

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  7. What causes the forecasting failure of Markov-Switching models? A Monte Carlo study. (2005). Bessec, Marie ; Bouabdallah, Othman .
    In: Econometrics.
    RePEc:wpa:wuwpem:0503018.

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  8. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

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    In: International Journal of Finance & Economics.
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  42. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
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  43. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices.. (2001). Vahid, Farshid ; Anderson, Heather.
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  44. Forecasting the spot prices of various coffee types using linear and non-linear error correction models. (2001). Panagiotidis, Theodore ; Otero, Jesus ; Milas, Costas.
    In: BORRADORES DE INVESTIGACIÓN.
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    In: Australian Journal of Agricultural and Resource Economics.
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  47. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. (2000). White, Halbert ; Swanson, Norman ; Corradi, Valentina.
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