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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~person:"Ardia, David"
~person:"Boylan, John"
~person:"Cheung, Siu-hung"
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Estimation theory
Forecasting model
4
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4
Schätztheorie
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2
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2
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1
ARCH-Modell
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Bayes-Statistik
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GARCH models
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Ardia, David
Boylan, John
Cheung, Siu-hung
Kouassi, Eugène
3
Ravishanker, Nalini
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Palma, Wilfredo
2
Panopulu, Aikaterinē
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Sango, Joel
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Shang, Han Lin
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Taylor, James W.
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1
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Ahumada, Hildegart A.
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Ai, Chunrong
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Alpuim, M. Teresa
1
An, Yang
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Angelini, Giovanni
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Atici, Kazim Baris
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Balakrishna, N.
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Baltagi, Badi H.
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Basu, Parantap
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Journal of forecasting
Discussion paper / Tinbergen Institute
2
Finance research letters
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Journal of risk
1
Journal of time series econometrics
1
Lecture Notes in Economics and Mathematical System
1
Lecture notes in economics and mathematical systems : LNEMS
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Springer eBook Collection / Business and Economics
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Tinbergen Institute Discussion Paper 2013-047/III
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
2
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
3
Generalising estimators for seasonal forecasting by combining grouping with shrinkage approaches
Zhang, Kui
;
Chen, Huijing
;
Boylan, John
;
Scarf, Philip A.
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10009758677
Saved in:
4
On robust estimation of threshold autoregressions
Chan, Wai-Sum
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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