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~language:"ell"
~language:"eng"
~person:"Canova, Fabio"
~person:"Caporin, Massimiliano"
~person:"Swanson, Norman R."
~subject:"Time series analysis"
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Time series analysis
Theorie
45
Theory
44
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29
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23
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22
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22
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17
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17
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13
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13
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13
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Modern Greek (1453-)
English
Author
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Canova, Fabio
Caporin, Massimiliano
Swanson, Norman R.
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
36
McAleer, Michael
26
Franses, Philip Hans
15
Croux, Christophe
14
Teräsvirta, Timo
14
Reichlin, Lucrezia
13
Dijk, Dick van
12
Dijk, Herman K. van
11
Gupta, Rangan
10
Härdle, Wolfgang
10
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Benati, Luca
8
Chang, Chia-Lin
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Bauwens, Luc
7
Billio, Monica
7
Chang, Chun
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
Marcellino, Massimiliano
7
Rossi, Barbara
7
Urbain, Jean-Pierre
7
Woitek, Ulrich
7
Crespo Cuaresma, Jesús
6
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6
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University of Canterbury / Dept. of Economics and Finance
2
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1
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1
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Working paper
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ECONIS (ZBW)
22
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1
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
Saved in:
2
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
3
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
4
Detrending and
business
cycle facts
Canova, Fabio
- In:
Journal of monetary economics
41
(
1998
)
3
,
pp. 475-512
Persistent link: https://www.econbiz.de/10001239595
Saved in:
5
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
8
Detrending and
business
cycle facts
Canova, Fabio
-
1991
Persistent link: https://www.econbiz.de/10013419698
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
10
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
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