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person:"Kapetanios, George"
~isPartOf:"International journal of forecasting"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Sucarrat, Genaro"
~subject:"Schätztheorie"
~subject:"USA"
~subject:"Volatility"
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Kapetanios, George
Gil-Alaña, Luis A.
Gupta, Rangan
Koopman, Siem Jan
Maravall Herrero, Agustín
Sucarrat, Genaro
Hyndman, Rob J.
5
Lucas, André
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Harvey, Andrew C.
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Panagiotelis, Anastasios
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Espasa Terrades, Antoni
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International journal of forecasting
Discussion paper / Tinbergen Institute
54
CESifo working papers
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1
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
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
3
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:
4
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan
;
Wel, Michel van der
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
Saved in:
5
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
;
Sucarrat, Genaro
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
Saved in:
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