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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Bauwens, Luc"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles written by one author"
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Forecasting model
Zeitreihenanalyse
Theorie
47
Theory
47
Time series analysis
24
ARCH model
16
ARCH-Modell
16
Volatility
9
Volatilität
9
Estimation theory
8
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Bauwens, Luc
Franses, Philip Hans
87
Koopman, Siem Jan
70
Härdle, Wolfgang
66
Gil-Alaña, Luis A.
62
Marcellino, Massimiliano
57
Caporale, Guglielmo Maria
52
Dijk, Herman K. van
50
Pesaran, M. Hashem
50
Phillips, Peter C. B.
48
Diebold, Francis X.
47
Clark, Todd E.
45
Maravall Herrero, Agustín
41
Timmermann, Allan
40
Hyndman, Rob J.
39
Sibbertsen, Philipp
39
Kilian, Lutz
38
McAleer, Michael
38
Lütkepohl, Helmut
37
Koop, Gary
36
Lucas, André
35
Kunst, Robert M.
34
Swanson, Norman R.
34
Feng, Yuanhua
32
Teräsvirta, Timo
32
Beran, Jan
29
Hallin, Marc
29
Ravazzolo, Francesco
29
Dijk, Dick van
26
McCracken, Michael W.
26
Giannone, Domenico
25
Lux, Thomas
25
Athanasopoulos, George
22
Hassler, Uwe
22
Schorfheide, Frank
22
Weihs, Claus
22
Granger, C. W. J.
21
Johansen, Søren
21
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20
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Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297128
Saved in:
22
General to specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
(
contributor
);
Sucarrat, Genaro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003362339
Saved in:
23
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
24
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
25
Modelling interest rates with a cointegrated var-garch model
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000976284
Saved in:
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