7   Artículos

 
en línea
Katleho Makatjane and Ntebogang Moroke    
During the past decades, seasonal autoregressive integrated moving average (SARIMA) had become one of a prevalent linear models in time series and forecasting. Empirical research advocated that forecasting with non-linear models can be an encouraging alt... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Stelios Bekiros and Christos Avdoulas    
We examined the dynamic linkages among money market interest rates in the so-called ?BRICS? countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one year, Treasury ... ver más
Revista: Forecasting    Formato: Electrónico

 
en línea
Muhammad Zubair Mumtaz, Zachary Alexander Smith     Pág. 89 - 124
This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US mon... ver más
Revista: Estudios de Economía    Formato: Electrónico

 
en línea
Pierre-Julien Trombe, Pierre Pinson and Henrik Madsen    
Accurate wind power forecasts highly contribute to the integration of wind power into power systems. The focus of the present study is on large-scale offshore wind farms and the complexity of generating accurate probabilistic forecasts of wind power fluc... ver más
Revista: Energies    Formato: Electrónico

 
usuarios registrados
Thatphong Awirothananon; Wai-Kong (Adrian) Cheung     Pág. 1757 - 1788

 
en línea
Rafael Machado Santana,Rodrigo De Losso da Silveira Bueno     Pág. 235 - 265
This paper evaluates empirically the volatility prediction and the informational content of the exchange rate variation. The comparison is built on two different models. The ?rst is a markov switching model on the conditional variance ? SWARCH (Hamilton,... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

« Anterior     Página: 1 de 1     Siguiente »