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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Diskussionsbeiträge / 2"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Feng, Yuanhua"
~person:"Hallin, Marc"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Zeitreihenanalyse
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Volatilität
Theorie
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Theory
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Time series analysis
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Estimation theory
2
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Newbold, Paul
Feng, Yuanhua
Hallin, Marc
Ghysels, Eric
8
Harvey, Andrew C.
6
Leybourne, Stephen James
5
Li, Wai Keung
5
Andrews, Donald W. K.
4
Heiler, Siegfried
4
Marcellino, Massimiliano
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Diskussionsbeiträge / 2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
ECARES working paper
25
CIE working paper series
10
CoFE discussion papers
10
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ECONIS (ZBW)
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1
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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3
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried
-
1997
Persistent link: https://www.econbiz.de/10013388230
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4
Uncertainty about the persistence of economic shocks
Miller, John P.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 435-440
Persistent link: https://www.econbiz.de/10001190283
Saved in:
5
A simple root n bandwidth selector for nonparametric regression
Heiler, Siegfried
-
1995
Persistent link: https://www.econbiz.de/10013388174
Saved in:
6
Data-driven optimal decomposition of time series
Heiler, Siegfried
-
1995
Persistent link: https://www.econbiz.de/10013388287
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