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person:"Swanson, Norman R."
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance and economics"
~isPartOf:"Symposium on forecasting and empirical methods in macroeconomics and finance"
~person:"Bollerslev, Tim"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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5
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Swanson, Norman R.
Bollerslev, Tim
Koopman, Siem Jan
6
Baillie, Richard
4
Cho, Dooyeon
4
Kapetanios, George
4
Wang, Yudong
4
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3
Caporin, Massimiliano
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2
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2
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2
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International journal of forecasting
Journal of empirical finance
Quantitative finance and economics
Symposium on forecasting and empirical methods in macroeconomics and finance
Journal of econometrics
9
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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ECONIS (ZBW)
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1
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
2
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
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