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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Theorie"
~subject:"Time series analysis"
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Volatility
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Teräsvirta, Timo
3
Athanasopoulos, George
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Espasa Terrades, Antoni
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International journal of forecasting
Discussion paper / Department of Economics, University of California San Diego
10
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9
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DIW Berlin Discussion Paper
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
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Jingji-lunwen
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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Metrika : international journal for theoretical and applied statistics
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1
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
2
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
3
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
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