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Publications
2023
- Published
Optimal forecasts in the presence of discrete structural breaks under long memory
Paza Mboya, M. & Sibbertsen, P., 1 Oct 2023, In: Journal of forecasting. 42, 7, p. 1889-1908 20 p.Research output: Contribution to journal › Article › Research › peer review
2014
- Published
Real-time pricing and hedging of options on currency futures with artificial neural networks
Von Spreckelsen, C., Von Mettenheim, H. J. & Breitner, M. H., 27 Aug 2014, In: Journal of forecasting. 33, 6, p. 419-432 14 p.Research output: Contribution to journal › Article › Research › peer review