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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"Audrino, Francesco"
~subject:"Econometrics"
~subject:"Regressionsanalyse"
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Großbritannien
Time series analysis
Econometrics
Regressionsanalyse
Theorie
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2
Anleihe
1
Bond
1
Business cycle
1
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Forecasting bond risk premia
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Audrino, Francesco
Maasoumi, Esfandiar
9
Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Franses, Philip Hans
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Geweke, John
4
Kilian, Lutz
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Baltagi, Badi H.
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Harvey, David I.
3
Heckman, James J.
3
Leybourne, Stephen James
3
Proietti, Tommaso
3
Ullah, Aman
3
Ashley, Richard A.
2
Cavaliere, Giuseppe
2
Ghysels, Eric
2
Godfrey, L. G.
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kapetanios, George
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Kočenda, Evžen
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Lee, Myoung-jae
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Li, Qi
2
Maddala, Gangadharrao S.
2
Martin, Gael M.
2
McAleer, Michael
2
McElroy, Tucker
2
Moon, Hyungsik Roger
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Econometric reviews
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of computational finance
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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2
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
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