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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568
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Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865572
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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Is there consumption risk sharing in the EEC?
Ubide, Angel - 1994
Persistent link: https://www.econbiz.de/10000898298
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International business cycles : how much can standard theory account for?
Ravn, Morten O. - 1993
Persistent link: https://www.econbiz.de/10000889864
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Why does the stock market fluctuate?
Barsky, Robert B.; DeLong, James Bradford - 1992
Persistent link: https://www.econbiz.de/10013419686
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Forecasting realized volatility by decomposition
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338294