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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"International journal of forecasting"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bauwens, Luc"
~person:"Dimitrakopoulos, Stefanos"
~person:"Peng, Huaming"
~subject:"Estimation"
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Probability theory
Statistische Methodenlehre
Estimation
Estimation theory
3
Forecasting model
3
Prognoseverfahren
3
Schätztheorie
3
Schätzung
3
ARCH model
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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Analysis of variance
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Autocorrelation
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Autocorrelation and skewness corrections
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Beta-transfromed pool
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Börsenkurs
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Capital income
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Conditional heteroscedasticity
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Correlation forecasting
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Dynamic conditional correlation
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Frühindikator
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High-frequency data
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Kapitaleinkommen
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Korrelation
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Leading indicator
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Leverage
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Markov chain
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Markov chain Monte Carlo
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Moving average
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Multivariate Analyse
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Bauwens, Luc
Dimitrakopoulos, Stefanos
Peng, Huaming
Robert, Christian P.
5
Gouriéroux, Christian
3
Kapetanios, George
2
Abowd, John M.
1
Allaj, Erindi
1
Ango Nze, Patrick
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Chaleampong Kongcharoen
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Clements, Michael P.
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International journal of forecasting
Série des documents de travail / Centre de Recherche en Économie et Statistique
CORE discussion paper : DP
5
Annales d'économie et de statistique
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L'hétérogénéité en économétrie : numéro spécial
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ECONIS (ZBW)
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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2
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
3
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
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