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Estimating forecast variance with exponential smoothing Some new results

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  • Bretschneider, Stuart

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  • Bretschneider, Stuart, 1986. "Estimating forecast variance with exponential smoothing Some new results," International Journal of Forecasting, Elsevier, vol. 2(3), pages 349-355.
    • Handle: RePEc:eee:intfor:v:2:y:1986:i:3:p:349-355
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    Cited by:

    1. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding," BERG Working Paper Series 177, Bamberg University, Bamberg Economic Research Group.
    2. Babai, M. Zied & Dai, Yong & Li, Qinyun & Syntetos, Aris & Wang, Xun, 2022. "Forecasting of lead-time demand variance: Implications for safety stock calculations," European Journal of Operational Research, Elsevier, vol. 296(3), pages 846-861.
    3. Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.

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