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~institution:"Instituto Valenciano de Investigaciones Económicas (IVIE)"
~source:"repec"
~subject:"Volatilität"
~subject:"forecast"
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Volatilität
forecast
Fractional Integration
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nonlinearity
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tipo de cambio real
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APARCH
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Electricity Industry
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costes de transacción. Purchasing power parity
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developing economies
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modelos autorregresivos con umbral Efficient markets
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modelos de reversión a la media
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no linealidad
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no linealidad Threshold
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nowcast
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paridad de poder adquisitivo
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paseo aleatorio
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purchasing power parity
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Espinosa, Germán López
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Instituto Valenciano de Investigaciones Económicas (IVIE)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Financial Studies
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
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Institut für Wirtschaftsforschung Halle (IWH)
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Nationalekonomiska institutionen, Stockholms Universitet
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Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies
Espinosa, Germán López
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Instituto Valenciano de Investigaciones Económicas (IVIE)
-
2015
availability.
Estimation
technique and properties of the factor decomposition depend onthe cross section dimension of the dataset …
Persistent link: https://www.econbiz.de/10011193734
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