Matches in SemOpenAlex for { <https://semopenalex.org/work/W816848596> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W816848596 endingPage "954" @default.
- W816848596 startingPage "931" @default.
- W816848596 abstract "It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts." @default.
- W816848596 created "2016-06-24" @default.
- W816848596 creator A5084971310 @default.
- W816848596 date "2003-12-01" @default.
- W816848596 modified "2023-10-18" @default.
- W816848596 title "Nonlinearities and Forecasting in the Economic Time Series" @default.
- W816848596 cites W1965749369 @default.
- W816848596 cites W1981647809 @default.
- W816848596 cites W1986528915 @default.
- W816848596 cites W1990647126 @default.
- W816848596 cites W1999996900 @default.
- W816848596 cites W2008151606 @default.
- W816848596 cites W2008635763 @default.
- W816848596 cites W2013109882 @default.
- W816848596 cites W2016503085 @default.
- W816848596 cites W2021760340 @default.
- W816848596 cites W2023240121 @default.
- W816848596 cites W2026219587 @default.
- W816848596 cites W2027334234 @default.
- W816848596 cites W2028598746 @default.
- W816848596 cites W2029450437 @default.
- W816848596 cites W2044117118 @default.
- W816848596 cites W2049891816 @default.
- W816848596 cites W2094793254 @default.
- W816848596 cites W2105099715 @default.
- W816848596 cites W2110374348 @default.
- W816848596 cites W2143288831 @default.
- W816848596 cites W2143430781 @default.
- W816848596 cites W2161020850 @default.
- W816848596 cites W2024563992 @default.
- W816848596 doi "https://doi.org/10.5351/ckss.2003.10.3.931" @default.
- W816848596 hasPublicationYear "2003" @default.
- W816848596 type Work @default.
- W816848596 sameAs 816848596 @default.
- W816848596 citedByCount "0" @default.
- W816848596 crossrefType "journal-article" @default.
- W816848596 hasAuthorship W816848596A5084971310 @default.
- W816848596 hasBestOaLocation W8168485961 @default.
- W816848596 hasConcept C10138342 @default.
- W816848596 hasConcept C105795698 @default.
- W816848596 hasConcept C120954023 @default.
- W816848596 hasConcept C121332964 @default.
- W816848596 hasConcept C143724316 @default.
- W816848596 hasConcept C149782125 @default.
- W816848596 hasConcept C151406439 @default.
- W816848596 hasConcept C151730666 @default.
- W816848596 hasConcept C158622935 @default.
- W816848596 hasConcept C162324750 @default.
- W816848596 hasConcept C19499675 @default.
- W816848596 hasConcept C23922673 @default.
- W816848596 hasConcept C2776988154 @default.
- W816848596 hasConcept C3019931467 @default.
- W816848596 hasConcept C33923547 @default.
- W816848596 hasConcept C41008148 @default.
- W816848596 hasConcept C62520636 @default.
- W816848596 hasConcept C86803240 @default.
- W816848596 hasConcept C91602232 @default.
- W816848596 hasConceptScore W816848596C10138342 @default.
- W816848596 hasConceptScore W816848596C105795698 @default.
- W816848596 hasConceptScore W816848596C120954023 @default.
- W816848596 hasConceptScore W816848596C121332964 @default.
- W816848596 hasConceptScore W816848596C143724316 @default.
- W816848596 hasConceptScore W816848596C149782125 @default.
- W816848596 hasConceptScore W816848596C151406439 @default.
- W816848596 hasConceptScore W816848596C151730666 @default.
- W816848596 hasConceptScore W816848596C158622935 @default.
- W816848596 hasConceptScore W816848596C162324750 @default.
- W816848596 hasConceptScore W816848596C19499675 @default.
- W816848596 hasConceptScore W816848596C23922673 @default.
- W816848596 hasConceptScore W816848596C2776988154 @default.
- W816848596 hasConceptScore W816848596C3019931467 @default.
- W816848596 hasConceptScore W816848596C33923547 @default.
- W816848596 hasConceptScore W816848596C41008148 @default.
- W816848596 hasConceptScore W816848596C62520636 @default.
- W816848596 hasConceptScore W816848596C86803240 @default.
- W816848596 hasConceptScore W816848596C91602232 @default.
- W816848596 hasIssue "3" @default.
- W816848596 hasLocation W8168485961 @default.
- W816848596 hasOpenAccess W816848596 @default.
- W816848596 hasPrimaryLocation W8168485961 @default.
- W816848596 hasRelatedWork W191523110 @default.
- W816848596 hasRelatedWork W2010398270 @default.
- W816848596 hasRelatedWork W2016864934 @default.
- W816848596 hasRelatedWork W2040383343 @default.
- W816848596 hasRelatedWork W2042898891 @default.
- W816848596 hasRelatedWork W2586638430 @default.
- W816848596 hasRelatedWork W2993270672 @default.
- W816848596 hasRelatedWork W4214734071 @default.
- W816848596 hasRelatedWork W4293216423 @default.
- W816848596 hasRelatedWork W816848596 @default.
- W816848596 hasVolume "10" @default.
- W816848596 isParatext "false" @default.
- W816848596 isRetracted "false" @default.
- W816848596 magId "816848596" @default.
- W816848596 workType "article" @default.