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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"
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Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Theorie
325
Theory
325
Zeitreihenanalyse
150
Forecasting model
112
Saisonale Schwankungen
64
Seasonal variations
64
Estimation theory
43
Schätztheorie
43
Volatility
23
Volatilität
23
Schätzung
22
Estimation
21
Bayes-Statistik
20
Bayesian inference
20
Modellierung
18
Scientific modelling
18
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State space model
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Zustandsraummodell
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13
Statistical test
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Statistischer Test
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Stochastic process
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Börsenkurs
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Cointegration
12
Kointegration
12
Markov chain
12
Markov-Kette
12
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12
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70
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15
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132
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83
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112
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112
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97
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76
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English
215
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Beaumont, Adrian
Franses, Philip Hans
Martin, Gael M.
Diebold, Francis X.
142
Phillips, Peter C. B.
134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
106
Härdle, Wolfgang
102
Timmermann, Allan
101
Caporale, Guglielmo Maria
95
Pesaran, M. Hashem
91
Marcellino, Massimiliano
88
Clark, Todd E.
86
Swanson, Norman R.
85
Lütkepohl, Helmut
81
Clements, Michael P.
80
Granger, C. W. J.
80
Koop, Gary
79
Hendry, David F.
72
Caballero, Ricardo J.
71
McAleer, Michael
69
Teräsvirta, Timo
68
Dijk, Herman K. van
66
Kilian, Lutz
64
Schorfheide, Frank
64
Gupta, Rangan
63
Hyndman, Rob J.
63
Krishnamurthy, Arvind
62
Ravazzolo, Francesco
62
Ghysels, Eric
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Lucas, André
54
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Lux, Thomas
52
Bollerslev, Tim
51
Watson, Mark W.
49
Dijk, Dick van
48
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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
27
Report / Econometric Institute, Erasmus University Rotterdam
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
International journal of forecasting
14
Discussion paper / Tinbergen Institute
13
Economics letters
9
Journal of forecasting
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Econometric reviews
5
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
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Econometric theory
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ECONIS (ZBW)
215
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1
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:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
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:
4
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
10
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
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