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~subject:"Zeitreihenanalyse"
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Search: person:"Lee, Tae-Hwy"
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Zeitreihenanalyse
Theorie
34
Theory
34
Prognoseverfahren
30
Forecasting model
29
Estimation theory
23
Schätztheorie
23
Time series analysis
13
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12
Schätzung
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Bagging
8
Risikomaß
8
Risk measure
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USA
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Kapitaleinkommen
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Nichtlineare Regression
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Nonlinear regression
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Regressionsanalyse
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Equity premium
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Structural break
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VaR
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Bootstrap approach
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Bootstrap-Verfahren
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CAPM
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Economic forecast
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Forecast combination
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Model averaging
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Risikoprämie
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Volatility
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Volatilität
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Wirtschaftsprognose
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English
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Lee, Tae-hwy
13
Hong, Yongmiao
4
Granger, C. W. J.
2
Parsaeian, Shahnaz
2
Ullah, Aman
2
Fang, Tong
1
Gonzalo, Jesús
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Su, Zhi
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Sun, Yuying
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Wang, Shouyang
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White, Halbert
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Yang, Yang
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Journal of econometrics
3
The review of economics and statistics
2
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2
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Economics, University of California / Department of Economics, University of California
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ECONIS (ZBW)
13
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1
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10012888324
Saved in:
2
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
5
Bagging binary and quantile predictors for time series
Lee, Tae-hwy
;
Yang, Yang
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 465-497
Persistent link: https://www.econbiz.de/10003376093
Saved in:
6
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 840
Persistent link: https://www.econbiz.de/10002223498
Saved in:
7
Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
Saved in:
8
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao
;
Lee, Tae-hwy
- In:
The review of economics and statistics
85
(
2003
)
4
,
pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
Saved in:
9
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
10
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
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