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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Handbook of empirical economics and finance"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Maasoumi, Esfandiar"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Schätzung"
~subject:"Time varying parameters"
~subject:"Unit root test"
~type:"article"
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Zeitreihenanalyse
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Bayesian inference
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Time varying parameters
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Theorie
33
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Maasoumi, Esfandiar
Paccagnini, Alessia
Spanos, Aris
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Franses, Philip Hans
9
Koopman, Siem Jan
9
Taylor, Robert
9
Assimakopoulos, V.
8
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8
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7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
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6
Kapetanios, George
6
Koehler, Anne B.
6
Leybourne, Stephen James
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Lucas, André
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Marcellino, Massimiliano
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Ruiz, Esther
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An, Sungbae
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Dijk, Herman K. van
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4
Chan, Joshua
4
Dijk, Dick van
4
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4
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4
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4
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
Handbook of empirical economics and finance
International journal of forecasting
Journal of empirical finance
Oxford bulletin of economics and statistics
5
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
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ECONIS (ZBW)
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
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5
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
6
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
7
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
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10
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
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