Forecasting the levels of vector autoregressive log-transformed time series

Research output: Contribution to journalArticleAcademicpeer-review

27 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)111-116
Number of pages6
JournalInternational Journal of Forecasting
Volume16
Publication statusPublished - 2000

Research programs

  • ESE - MKT
  • EUR ESE 11

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