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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Journal of econometrics"
~person:"Balcilar, Mehmet"
~person:"Schumacher, Christian"
~person:"Timmermann, Allan"
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Prognoseverfahren
Estimation
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Kapitaleinkommen
4
USA
4
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Swanson, Norman R.
Balcilar, Mehmet
Schumacher, Christian
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
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Ghysels, Eric
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Asai, Manabu
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Aït-Sahalia, Yacine
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Discussion paper series / LSE Financial Markets Group
Journal of econometrics
Working papers / Rutgers University, Department of Economics
6
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4
Discussion paper / Deutsche Bundesbank
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HWWA discussion paper
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International journal of forecasting
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ECONIS (ZBW)
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1
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
3
Market timing and return prediction under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001662209
Saved in:
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