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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Franses, Philip Hans"
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Stochastischer Prozess
Theorie
326
Theory
326
Zeitreihenanalyse
150
Forecasting model
113
Saisonale Schwankungen
64
Seasonal variations
64
Estimation theory
43
Schätztheorie
43
Volatility
23
Volatilität
23
Schätzung
22
Bayes-Statistik
21
Bayesian inference
21
Estimation
21
Modellierung
18
Scientific modelling
18
Experten
17
Experts
17
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17
USA
17
United States
17
State space model
16
Zustandsraummodell
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Market share
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Marktanteil
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Großbritannien
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Statistical test
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Statistischer Test
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Stochastic process
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United Kingdom
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Börsenkurs
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Cointegration
12
Kointegration
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Markov chain
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Markov-Kette
12
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12
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Free
73
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135
Article
85
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115
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115
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99
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99
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78
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English
220
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Beaumont, Adrian
Franses, Philip Hans
Martin, Gael M.
Phillips, Peter C. B.
163
Koopman, Siem Jan
145
Diebold, Francis X.
142
Timmermann, Allan
111
Gil-Alaña, Luis A.
109
Härdle, Wolfgang
107
Caporale, Guglielmo Maria
97
Pesaran, M. Hashem
97
Clark, Todd E.
92
Marcellino, Massimiliano
91
Swanson, Norman R.
87
McAleer, Michael
86
Koop, Gary
85
Granger, C. W. J.
84
Clements, Michael P.
83
Lütkepohl, Helmut
82
Hendry, David F.
74
Caballero, Ricardo J.
71
Kilian, Lutz
70
Dijk, Herman K. van
69
Gupta, Rangan
68
Teräsvirta, Timo
68
Hyndman, Rob J.
66
Schorfheide, Frank
64
Krishnamurthy, Arvind
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
Lux, Thomas
61
Lucas, André
60
Harvey, Andrew C.
57
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Sornette, Didier
55
Engle, Robert F.
54
Bauwens, Luc
53
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Taylor, Robert
53
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Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
3
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1
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1
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Econometric Institute research papers
29
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Report / Econometric Institute, Erasmus University Rotterdam
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
International journal of forecasting
15
Discussion paper / Tinbergen Institute
13
Economics letters
9
Journal of forecasting
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Econometric reviews
6
Report / Erasmus Center for Financial Research, Erasmus University
6
ERIM report series research in management
4
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of economic surveys
3
Oxford bulletin of economics and statistics
3
Advanced texts in econometrics
2
Applied economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper / Department of Economics, University of California San Diego
2
IHS economics series : working paper
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Technological forecasting & social change : an international journal
2
The review of economics and statistics
2
Working paper
2
A companion to economic forecasting
1
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
CPB discussion paper
1
Computational economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Discussion papers in economics
1
EUI working paper / ECO
1
Econometric theory
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ECONIS (ZBW)
220
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1
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1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
6
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
7
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
9
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
10
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
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