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Examining the Nelson-Siegel cl...
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ECONIS (ZBW)
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Examing the Nelson-Siegel class of term structure models : in-sample fit versus out-of-sample forecasting performance
Pooter, Michiel de
-
2007
Persistent link: https://www.econbiz.de/10003482682
Saved in:
2
Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
-
2005
Persistent link: https://www.econbiz.de/10003155816
Saved in:
3
Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
-
2004
Persistent link: https://www.econbiz.de/10002128301
Saved in:
4
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
5
On the practice of Bayesian time series models using gibbs sampling
Pooter, Michiel de
;
Segers, René
;
Dijk, Herman K. van
-
2006
Persistent link: https://www.econbiz.de/10003383011
Saved in:
6
Gibbs sampling in econometric practice
Pooter, Michiel de
(
contributor
);
Segers, Rene
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331675
Saved in:
7
Predicting the term structure of interest rates : incorporating parameter uncertainty, model uncertainty and macroeconomic information
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2007
Persistent link: https://www.econbiz.de/10003482707
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
A method to measure flag performance for the shipping industry
Perepelkin, Mikhail
;
Knapp, Sabine
;
Perepelkin, German
; …
-
2009
Persistent link: https://www.econbiz.de/10003877029
Saved in:
10
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
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