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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Chen, Cathy W. S."
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Chen, Cathy W. S.
Diebold, Francis X.
14
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9
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Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
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The North American journal of economics and finance : a journal of financial economics studies
2
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1
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ECONIS (ZBW)
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1
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
2
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
3
Subset selection of autoregressive time series models
Chen, Cathy W. S.
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 505-516
Persistent link: https://www.econbiz.de/10001437775
Saved in:
4
On selecting a power transformation in time-series analysis
Chen, Cathy W. S.
- In:
Journal of forecasting
16
(
1997
)
5
,
pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
Saved in:
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