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subject:"United States"
~person:"Anselin, Luc"
~person:"Degiannakis, Stavros"
~person:"Franses, Philip Hans"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Specification error"
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United States
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Anselin, Luc
Degiannakis, Stavros
Franses, Philip Hans
Sargent, Thomas J.
11
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11
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10
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7
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6
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6
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5
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5
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4
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4
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4
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4
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4
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4
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3
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3
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ECONIS (ZBW)
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1
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
2
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
3
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
4
Experts' adjustment to model-based SKU-level forecasts : does the forecast horizon matter?
Franses, Philip Hans
;
Legerstee, R.
- In:
Journal of the Operational Research Society : OR
62
(
2011
)
3
,
pp. 537-543
Persistent link: https://www.econbiz.de/10008936405
Saved in:
5
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
Saved in:
6
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
7
Special issue: Spatial externalities
Anselin, Luc
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001755214
Saved in:
8
Spatial externalities, spatial multipliers, and spatial econometrics
Anselin, Luc
- In:
International regional science review
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001755215
Saved in:
9
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
Saved in:
10
Properties of tests for spatial error components
Anselin, Luc
;
Moreno, Rosina
- In:
Regional science & urban economics
33
(
2003
)
5
,
pp. 595-618
Persistent link: https://www.econbiz.de/10001778696
Saved in:
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