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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Guérin, Pierre"
~person:"Pesaran, M. Hashem"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Zimmermann, Klaus F.
Guérin, Pierre
Pesaran, M. Hashem
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
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2013
Persistent link: https://www.econbiz.de/10010243731
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003814581
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