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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
~person:"Koopman, Siem Jan"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Prognoseverfahren
Schätztheorie
Volatilität
Estimation
3
Schätzung
3
Forecasting model
2
Modellierung
2
Scientific modelling
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
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1959-2009
1
ARCH model
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Arbeitslosigkeit
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Capital income
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Conditional distribution
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Swanson, Norman R.
Koopman, Siem Jan
Nelson, Charles R.
3
Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Cipollini, Andrea
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Min, Byoung-Kyu
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Journal of empirical finance
Recent advances in estimating nonlinear models : with applications in economics and finance
Discussion paper / Tinbergen Institute
22
Working papers / Rutgers University, Department of Economics
8
International journal of forecasting
7
Econometric reviews
3
Applied financial economics
1
BIS Working Paper
1
Discussion paper series / LSE Financial Markets Group
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FRB of Philadelphia Working Paper
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBP working paper
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Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 15-037/III/DSF90
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2020-078/III
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Tinbergen Institute Discussion Paper 2021-057/III
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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ECONIS (ZBW)
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
2
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
Saved in:
3
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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