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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~person:"Bollerslev, Tim"
~person:"Kapetanios, George"
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Bollerslev, Tim
Kapetanios, George
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CREATES research paper
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ECONIS (ZBW)
14
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1
Making text count : economic forecasting using newspaper text
Kalamara, Eleni
;
Turrell, Arthur
;
Redl, Chris
; …
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
Saved in:
2
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
4
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Giraitis, Liudas
;
Kapetanios, George
;
Wetherilt, Anne Vila
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 58-84
Persistent link: https://www.econbiz.de/10011642137
Saved in:
5
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
-
2015
Persistent link: https://www.econbiz.de/10011517000
Saved in:
6
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2015
-
2. version
Persistent link: https://www.econbiz.de/10010464688
Saved in:
7
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
Saved in:
9
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
10
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
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