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~isPartOf:"CREATES research paper"
~person:"Acemoglu, Daron"
~person:"Bollerslev, Tim"
~person:"Marcellino, Massimiliano"
~person:"Timmermann, Allan"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Textbook"
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Acemoglu, Daron
Bollerslev, Tim
Marcellino, Massimiliano
Timmermann, Allan
Podolskij, Mark
17
Johansen, Søren
11
Santucci de Magistris, Paolo
9
Nielsen, Morten Ørregaard
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Veliyev, Bezirgen
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Dias, Gustavo Fruet
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
68
Discussion paper / Centre for Economic Policy Research
63
Massachusetts Institute of Technology Department of Economics working paper series : working paper
52
EUI working paper / ECO
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Temi di discussione / Banca d'Italia
2
The Pearson series in economics
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The political economy of entrepreneurship ; Vol. 2
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ECONIS (ZBW)
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1
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:
2
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:
3
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660753
Saved in:
4
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660807
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
7
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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