FORECASTING II
Monday 26th August 2002,
14:30 - 16:00
Room: 5.6
Session Chair(s):
Jesus Otero, Universidad del Rosario, COLOMBIA
Category: Econometrics
EVALUATING NONLINEAR MODELS ON POINT AND INTERVAL FORECASTS: AN APPLICATION WITH EXCHANGE RATE RETURNS
|
|
Presenter(s): |
Gianna Boero, University of Warwick, UK, CRENoS and University of Cagliari, , ITALY |
|
|
Co-Author(s): |
Emanuela Marrocu, University of Cagliari and CRENoS, ITALY |
FORECAST ACCURACY AFTER PRETESTING WITH AN APPLICATION TO THE STOCK MARKET
|
|
Presenter(s): |
Jan Magnus, CentER, Tilburg University, NETHERLANDS |
|
|
Co-Author(s): |
Dmitri Danilov, Tilburg University, NETHERLANDS |
FORECASTING THE SPOT PRICES OF VARIOUS COFFEE TYPES USING LINEAR AND NON-LINEAR ERROR CORRECTION MODELS
|
|
Presenter(s): |
Jesus Otero, Universidad del Rosario, COLOMBIA |
|
|
Co-Author(s): |
Costas Milas, Brunel University, UNITED KINGDOM and Theodore Panagiotidis, University of Sheffield, UNITED KINGDOM |
Total Papers in This session: 3
Session Ref: 652
|
