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Showing 1 to 2 of 2 for “"FCVAR"”.

  1. Essays on Regional Recessions, Spatial Interactions and Forecasting

    … cointegrated vector auto-regressive (FCVAR) model. The results show that the FCVAR model delivers superior forecast accuracy relative to a portfolio of existing alternatives. Furthermore, the forecasts generated by the FCVAR model leading into the UK 2015 general election provide a …

    queens Repository record for Essays on Regional Recessions, Spatial Interactions and Forecasting (opens in a new tab)

  2. Volatility and return forecasting : time series and options-based methods

    … co-integrated vector autoregressive model, M-FCVAR, that caters for systems with I(0) and I(d) variables under the presence of long memory in the co-integrating residuals. Model inference of the FCVAR and M-FCVAR are compared using Monte Carlo simulations and an empirical application. The …

    lancaster Repository record for Volatility and return forecasting : time series and options-based methods (opens in a new tab)