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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~person:"Bermejo, Miguel Ángel"
~person:"Cheung, Siu-hung"
~person:"Shang, Han Lin"
~subject:"Finanzmarkt"
~subject:"Kleinste-Quadrate-Methode"
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Estimation theory
Finanzmarkt
Kleinste-Quadrate-Methode
Schätztheorie
5
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
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Estimation
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dynamic updating
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function-on-function linear regression
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functional linear regression
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high-frequency financial data
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macroeconomic forecasting
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nonlinear time series
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ordinary least squares
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outliers
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penalize least squares
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Bermejo, Miguel Ángel
Cheung, Siu-hung
Shang, Han Lin
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
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Palma, Wilfredo
2
Panopulu, Aikaterinē
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2
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2
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1
Aczel, Amir D.
1
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1
Ai, Chunrong
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Alpuim, M. Teresa
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An, Yang
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Angelini, Giovanni
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Ardia, David
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Bosson Brou, J. M.
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Journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Application of operations research to financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Econometrics : open access journal
1
Insurance / Mathematics & economics
1
International journal of forecasting
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Journal of time series econometrics
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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2
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
3
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:
4
Identification of TAR models using recursive estimation
Bermejo, Miguel Ángel
;
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10009233920
Saved in:
5
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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