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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Balcilar, Mehmet"
~person:"Barnett, William A."
~person:"Schumacher, Christian"
~person:"Timmermann, Allan"
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Prognoseverfahren
Estimation
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3
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3
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3
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Swanson, Norman R.
Balcilar, Mehmet
Barnett, William A.
Schumacher, Christian
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Patton, Andrew J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
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Boot, Tom
1
Casarin, Roberto
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1
Demetrescu, Matei
1
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1
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1
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
6
Discussion paper / Centre for Economic Policy Research
4
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4
HWWA discussion paper
4
International journal of forecasting
4
Journal of forecasting
3
Working papers / Brandeis University, Department of Economics and International Business School
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DAE working paper
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Discussion paper / Department of Economics, University of California San Diego
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International review of economics & finance : IREF
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Jahrbücher für Nationalökonomie und Statistik
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Journal of economics and finance : JEF
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Journal of financial economics
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Journal of multinational financial management
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ECONIS (ZBW)
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1
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
2
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:
3
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:
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