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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"International journal of forecasting"
~person:"Kapetanios, George"
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"Noise Trading"
~subject:"Structural instability"
~subject:"Zeitreihenanalyse"
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Volatility
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Bollerslev, Tim
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Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
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