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~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"NBER working paper series"
~isPartOf:"Post-Print / HAL"
~subject:"Time series analysis"
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Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
2
Bayesian averaging over many dynamic model structures with evidence on the great ratios and liquidity trap risk
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774524
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3
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
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4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
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5
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
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6
Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10008779686
Saved in:
7
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
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8
Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10008809881
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9
Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim
-
2011
Persistent link: https://www.econbiz.de/10008824707
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10
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
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