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Title
Type
Author last name
Published
Dynamic linear models with adaptive discounting
Yusupova, A.
,
Pavlidis, N.
&
Pavlidis, E.
,
31/10/2023
,
In:
International Journal of Forecasting.
39
,
4
,
p. 1925-1944
20 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Y.
,
Taylor, S. J.
&
Wang, L.
,
11/2013
,
In:
Journal of Futures Markets.
33
,
11
,
p. 1071-1095
25 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Generalised estimators for seasonal forecasting by combining grouping with shrinkage approaches
Zhang, K.
,
Chen, H.
,
Boylan, J.
&
Scarf, P.
,
1/03/2013
,
In:
Journal of Forecasting.
32
,
2
,
p. 137-150
14 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
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