Articles
Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods
John C. Chao and Chaoshin Chiao
Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules
Philip Hans Franses and Kasper van Griensven
Early News is Good News: The Effects of Market Opening on Market Volatility
Giampiero M. Gallo and Barbara Pacini
GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model
Eric Ghysels and Joanna Jasiak
The Current Depth-of-Recession and Unemployment-Rate Forecasts
Randall E. Parker and Philip Rothman
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
Tian Zeng and Norman R. Swanson