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~person:"Bennedsen, Mikkel"
~person:"Bluteau, Keven"
~person:"Diebold, Francis X."
~type_genre:"Collection of articles written by one author"
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Modeling latent variables in economics and finance
Bluteau, Keven
-
2019
structural breaks. To that end, I perform a large-scale empirical study to compare the
forecasting
performance of single … design for
forecasting
purposes in a high-dimensional context. I apply the new methodology to the
forecasting
of the US …
Persistent link: https://www.econbiz.de/10012055679
Saved in:
2
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
-
2017
Persistent link: https://www.econbiz.de/10011817834
Saved in:
3
Business cycles : durations, dynamics, and
forecasting
Diebold, Francis X.
;
Rudebusch, Glenn D.
-
1999
Persistent link: https://www.econbiz.de/10013503071
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