Exploració per autor "Márquez, M. Dolores"
Ara es mostren els items 2-3 de 3
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Non linear statistical models to improve wind power forecasts
(2013)
Text en actes de congrés
Accés restringit per política de l'editorial -
Threshold volatily models: forecasting performance
(Physica-Verlag, 2006)
Article
Accés obertThe aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ...
