Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil
CHDC de Castro, FAL Aiube - Journal of Forecasting, 2023 - Wiley Online Library
This paper evaluates the inflation forecasting models of a small open economy. We compare
forecasts of Brazilian inflation (consumer price index—IPCA) based on the generalized …
forecasts of Brazilian inflation (consumer price index—IPCA) based on the generalized …
Simulation Structure for Selecting an Optimal Error Distribution Through the GAS Model
In econometrics and finance, volatility modelling has long been a specialised field for
addressing a variety of issues that pertain to the risks and uncertainties of an asset …
addressing a variety of issues that pertain to the risks and uncertainties of an asset …
Framework for Simulation Study Involving Volatility Estimation: The GARCH Approach
This study rolls out a robust framework relevant for simulation studies through the
Generalised Autoregressive Conditional Heteroscedasticity (GARCH) model using the …
Generalised Autoregressive Conditional Heteroscedasticity (GARCH) model using the …
Volatility forecasting during extreme market events using the (JSE) small cap share index
SM Selemela, S Ferreira, D Mokatsanyane - Acta Universitatis Danubius …, 2021 - ceeol.com
The lost decade of the JSE in small-cap companies from 2010 to 2019 as a result of a
decline in investments indicated the high risk of investing in small-cap shares. Therefore, the …
decline in investments indicated the high risk of investing in small-cap shares. Therefore, the …
[引用][C] Score-Based Approaches to Econometric Modeling with Applications 2021
THE COURSE IS DELIVERED IN HYBRID MODE and it is conditional to the recruitment of a
minimum of 15 participants in presence. If the conditions of the ongoing COVID 19 pandemic …
minimum of 15 participants in presence. If the conditions of the ongoing COVID 19 pandemic …