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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
~person:"Marcellino, Massimiliano"
~person:"McMillan, David G."
~person:"Schumacher, Christian"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Estimation
2
Forecasting model
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Schätzung
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1959-2009
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1990-2007
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Arbeitslosigkeit
1
Börsenkurs
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Capital market returns
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Kalman filter
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Kapitalmarktrendite
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Modellierung
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Scientific modelling
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State space model
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USA
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Unemployment
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United States
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diffusion index
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forecasting
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mixed frequency
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recursive estimation
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Swanson, Norman R.
Marcellino, Massimiliano
McMillan, David G.
Schumacher, Christian
Kim, Kihwan
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Recent advances in estimating nonlinear models : with applications in economics and finance
Discussion paper / Centre for Economic Policy Research
11
Discussion papers / CEPR
7
Working papers / Rutgers University, Department of Economics
7
Discussion paper / Deutsche Bundesbank
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
International journal of forecasting
5
Applied financial economics
4
HWWA discussion paper
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Journal of forecasting
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Oxford bulletin of economics and statistics
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Federal Reserve Bank of Cleveland working paper series
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International journal of finance & economics : IJFE
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Journal of applied econometrics
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EUI working paper
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Finance research letters
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International review of applied economics
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Jahrbücher für Nationalökonomie und Statistik
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Research in international business and finance
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The European journal of finance
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The Manchester School
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Working paper series / Innocenzo Gasparini Institute for Economic Research
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Applied economics letters
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Applied financial economics letters
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BIS Working Paper
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Bundesbank Series 1 Discussion Paper
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Deutsche Bundesbank Discussion Paper Series 1: Economic Studies
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Discussion paper
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Discussion paper series
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Documents de travail / Banque de France
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Econometric reviews
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Economic inquiry : journal of the Western Economic Association International
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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2
Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
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