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~accessRights:"free"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
Koopman, Siem Jan
101
Caporale, Guglielmo Maria
93
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71
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59
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33
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32
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32
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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
2
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
3
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
4
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco
;
Vahey, Shaun P.
-
2010
Persistent link: https://www.econbiz.de/10003939661
Saved in:
5
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco
;
Vahey, Shaun P.
-
2010
Persistent link: https://www.econbiz.de/10003978284
Saved in:
6
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009724346
Saved in:
7
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10009537445
Saved in:
8
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
9
Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco
;
Paap, Richard
;
Dijk, Dick van
; …
-
2006
Persistent link: https://www.econbiz.de/10003385036
Saved in:
10
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
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