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subject:"Cointegration"
~person:"Chen, Langnan"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Cointegration
Zeitreihenanalyse
Forecasting model
2
Multivariate Analyse
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realized volatility forecast
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Chen, Langnan
Gil-Alaña, Luis A.
4
Hafner, Christian M.
3
Hallin, Marc
3
Hassani, Hossein
3
Heravi, Saeed M.
3
Koopman, Siem Jan
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Lucas, André
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Noh, Hohsuk
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Teräsvirta, Timo
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Assaf, Ata
2
Athanasopoulos, George
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Bekiros, Stelios
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Caporale, Guglielmo Maria
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Chan, Wai-Sum
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Chen, Heng
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Galeano, Pedro
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Halbleib, Roxana
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He, Zhen
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Herwartz, Helmut
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Hong, Yongmiao
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Jang, Hyuna
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Jusélius, Katarina
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Kim, Jong-Min
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Koop, Gary
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Lobo, Bento J.
2
Lovcha, Yuliya
2
Luo, Jiawen
2
McAleer, Michael
2
Min, Aleksey
2
Møller, Niels Framroze
2
Patterson, K. D.
2
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of forecasting
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ECONIS (ZBW)
2
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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2
Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
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