Forecasting Economic Time Series in the Presence of Variance Instability and Outliers

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

Citations

"Forecasting Economic Time Series in the Presence of Variance Instability and Outliers"
written by Alexandros E. Milionis, Nikolaos G. Galanopoulos,
published by Theoretical Economics Letters, Vol.9 No.8, 2019

has been cited by the following article(s):

[1]	A study of time series with time-varying variance: a practical approach with applications in actuarial science and finance
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[2]	Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments
	2022

[3]	Quantum Operator Model for Data Analysis and Forecast
	Applied Mathematics, 2021

[4]	A Study of the Effect of Data Transformation and «Linearization» on Time Series Forecasts. A Practical Approach
	2020

[5]	A simple return generating model in discrete time; implications for market efficiency testing
	2019

[1]	Forecasting Actuarial Time Series: A Practical Study of the Effect of Statistical Pre-Adjustments SSRN Electronic Journal , 2022 DOI:10.2139/ssrn.4141805

[2]	Quantum Operator Model for Data Analysis and Forecast Applied Mathematics, 2021 DOI:10.4236/am.2021.1211064

[3]	A Study of the Effect of Data Transformation and «Linearization» on Time Series Forecasts. A Practical Approach SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.4197905

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