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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~isPartOf:"NCER working paper series"
~person:"Teräsvirta, Timo"
~subject:"Multivariate Analyse"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Prognoseverfahren
Estimation theory
4
Schätztheorie
4
Forecasting model
3
Time series analysis
3
Zeitreihenanalyse
3
Autometrics
2
Economic forecast
2
Economic forecasting
2
Marginal Bridge estimator
2
Neural network
2
Neural networks
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Neuronale Netze
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Nonlinear time series model
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QuickNet
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RETINA
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Root mean squared forecast error
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Theory
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autoregressive conditional heteroskedasticity
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modelling volatility
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time-varying GARCH
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Teräsvirta, Timo
Clements, Adam
4
Hyndman, Rob J.
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
Athanasopoulos, George
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Corsi, Fulvio
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2
Deo, Rohit S.
2
Espasa Terrades, Antoni
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Francq, Christian
2
Horváth, Lajos
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Koopman, Siem Jan
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Rossi, Barbara
2
Sbrana, Giacomo
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Sekhposyan, Tatevik
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Zakoïan, Jean-Michel
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Zhao, Yongchen
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Ziel, Florian
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Andreou, Alena
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Audrino, Francesco
1
Bagnato, Luca
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
NCER working paper series
CREATES research paper
5
Econometric reviews
4
Econometrics : open access journal
2
CEA_372Cass working paper series
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
2
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
Saved in:
3
Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
Saved in:
4
The combination of forecasts using changing weights
Deutsch, Melinda
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10001165389
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