On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts
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Other versions of this item:
- Ghysels, E., 1991. "On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts," Cahiers de recherche 9130, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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Cited by:
- Eric Ghysels, 1993.
"A time series model with periodic stochastic regime switching,"
Discussion Paper / Institute for Empirical Macroeconomics
84, Federal Reserve Bank of Minneapolis.
- Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO.
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ECONOMIC MODELS ; ECONOMETRICS ; PROBABILITY;All these keywords.
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