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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~person:"Mykland, Per A."
~person:"Perron, Pierre"
~subject:"Time series analysis"
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Volatility
Time series analysis
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
Perron, Pierre
Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Clements, Adam
2
Deo, Rohit S.
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Espasa Terrades, Antoni
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International journal of forecasting
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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