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Model-free forecasting for nonlinear time series (with application to exchange rates) · Study

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ArticleModel-free forecasting for nonlinear time series (with application to exchange rates)

Berlin Wu1995

Article1995

Model-free forecasting for nonlinear time series (with application to exchange rates)

47 citations·0/0 files stored·Computational Statistics & Data Analysis

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Forecasting Techniques and Applications Neural Networks and Applications Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Time Series Analysis: Forecasting and Control 1988Testing Linearity Against Smooth Transition Autoregressive Models 1992Some recent developments in non-linear time series modelling, testing, and forecasting 1986ARCH and Bilinear Time Series Models: Comparison and Combination

Cited by

2022Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model

Details

Year1995

Typearticle

Published1995-04-01

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations47

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/0167-9473(94)00008-7

openalex_workW2018980855

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