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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:"Peng, Huaming"
~subject:"Estimation"
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Probability theory
Statistische Methodenlehre
Estimation
Estimation theory
2
Forecasting model
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Prognoseverfahren
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Schätztheorie
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Bauwens, Luc
Peng, Huaming
Robert, Christian P.
5
Gouriéroux, Christian
3
Kapetanios, George
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Abowd, John M.
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Allaj, Erindi
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L'hétérogénéité en économétrie : numéro spécial
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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
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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