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~isPartOf:"International journal of forecasting"
~person:"Algaba, Andres"
~person:"Klein, Tony"
~subject:"Rohstoffderivat"
~subject:"Zustandsraummodell"
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Rohstoffderivat
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Algaba, Andres
Klein, Tony
Koopman, Siem Jan
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International journal of forecasting
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ECONIS (ZBW)
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Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
2
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
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