Composite model building for foreign exchange rates

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Regression Diagnostics

1980 • 6,774 citations

Regression Diagnostics -- Identifying Influential Data and Sources of Collinearity

1981 • 6,625 citations

The Combination of Forecasts

1969 • 2,340 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Improved methods of combining forecasts

1984 • 1,119 citations

Foreign currency option values

1983 • 1,077 citations

Ridge regression:some simulations

1975 • 833 citations

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

1974 • 832 citations

Forecasting Economic Time Series

1977 • 711 citations

Averages of Forecasts: Some Empirical Results

1983 • 631 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

Forecasting and time series analysis

1977 • 479 citations

Combining Probability Distributions from Dependent Information Sources

1981 • 475 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

1982 • 451 citations

The "Speculative Efficiency" Hypothesis

1981 • 440 citations

Exchange rates and international macroeconomics

1984 • 403 citations

The Combination of Forecasts

1983 • 369 citations

Combining Economic Forecasts

1986 • 310 citations

Recent Advances in Regression Methods.

1983 • 220 citations

Spot rates, forward rates and exchange market efficiency

1977 • 205 citations

International Capital Markets.

1976 • 203 citations

A Bayesian Approach to the Linear Combination of Forecasts

1975 • 186 citations

Latent Root Regression Analysis

1974 • 176 citations

Practical Experiences with Modelling and Forecasting Time Series.

1980 • 117 citations

The Rational Expectations Revolution in Macroeconomics.

1983 • 117 citations

Combining Economic Forecasts

1986 • 110 citations

Unstable Weights in the Combination of Forecasts

1986 • 108 citations

Linear constraints and the efficiency of combined forecasts

1986 • 87 citations

A Comparison of Least Squares and Latent Root Regression Estimators

1976 • 82 citations

Efficiency Tests of the Foreign Currency Options Market

1986 • 75 citations

Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy

1979 • 72 citations

The Rational Expectations Revolution in Macroeconomics

1983 • 70 citations

Testing for incremental information content in the presence of collinearity

1984 • 61 citations

Collinearity and forecasting

1984 • 47 citations

The Performance of UK Exchange Rate Forecasters

1986 • 45 citations

The performance of UK exchange rate forecasters

1988 • 37 citations

Linear constraints, robust‐weighting and efficient composite modeling

1987 • 28 citations

Managing Foreign Exchange Risk

2007 • 23 citations

The International Money Market: An Assessment of Forecasting Techniques and Market Efficiency.

1980 • 17 citations

Composite forecasting using ridge regression

1987 • 3 citations

Recent advances in regression methods

1983 • 1 citations