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~isPartOf:"Journal of empirical finance"
~person:"Kapetanios, George"
~person:"Rust, John"
~person:"Stock, James H."
~subject:"Heteroskedastizität"
~subject:"Inflation rate"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"VAR model"
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Heteroskedastizität
Inflation rate
Inflation
Prognoseverfahren
Time series analysis
USA
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Zeitreihenanalyse
2
ARMA model
1
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Kapetanios, George
Rust, John
Stock, James H.
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Harvey, David I.
2
Kim, Chang-Jin
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Youwei
2
Lucas, André
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Santucci de Magistris, Paolo
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Arakelian, V.
1
Baillie, Richard
1
Ball, Clifford A.
1
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1
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1
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1
Bernardi, Mauro
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of empirical finance
NBER Working Paper
15
Working paper
15
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Technical working paper / National Bureau of Economic Research
8
Journal of econometrics
7
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7
Bank of England Working Paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
International journal of forecasting
3
Oxford bulletin of economics and statistics
3
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2
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2
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2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CESifo Working Paper
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CREATES research paper
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Celebrating Irving Fisher : the legacy of a great economist
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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