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subject:"Innovation"
type_genre:"Sammlung"
~person:"Perron, Pierre"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Innovation
Asymmetrische Information
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Theorie
47
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47
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29
Estimation theory
12
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12
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11
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11
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7
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Perron, Pierre
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
44
Fabozzi, Frank J.
42
Korn, Ralf
30
Taylor, Robert
28
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
26
Koopman, Siem Jan
25
Caporale, Guglielmo Maria
24
Leybourne, Stephen James
24
Koop, Gary
23
Granger, C. W. J.
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Lucas, André
21
Malerba, Franco
21
Zagst, Rudi
21
Hong, Yongmiao
20
Markowitz, Harry
20
McAleer, Michael
20
Newbold, Paul
20
Prigent, Jean-Luc
20
Ghysels, Eric
19
Gupta, Rangan
19
Hassler, Uwe
19
Jarrow, Robert A.
19
Mills, Terence C.
19
Mukherjee, Arijit
19
Swanson, Norman R.
19
Engle, Robert F.
18
Hendry, David F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Wong, Hoi Ying
18
Yannelis, Nicholas C.
18
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
Special issue on new developments in time series econometrics
2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
29
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29
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1
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
2
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
3
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
4
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
7
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
8
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
9
Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre
;
Wada, Tatsuma
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10011631146
Saved in:
10
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
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