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subject:"Germany"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"DUV / Wirtschaftswissenschaft"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of econometrics"
~person:"Patton, Andrew J."
~subject:"Deutschland"
~subject:"Forecasting model"
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Prinzipal-Agent-Theorie
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Forecasting model
Theorie
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Patton, Andrew J.
Dijk, Herman K. van
24
Koopman, Siem Jan
17
Dijk, Dick van
11
Hoogerheide, Lennart
9
Dur, Robert A. J.
8
Ravazzolo, Francesco
8
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7
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7
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6
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5
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5
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4
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4
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4
Hol Uspensky, Eugenie
4
Hoogerheide, Lennart F.
4
Koop, Gary
4
McAleer, Michael
4
Nibbering, Didier
4
Paap, Richard
4
Pooter, Michiel de
4
Praag, Bernard M. S. van
4
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4
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3
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Discussion paper / Tinbergen Institute
Europäische Hochschulschriften / 5
Journal of econometrics
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3
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3
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ECONIS (ZBW)
6
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1
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
2
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
3
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
4
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
5
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
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