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~isPartOf:"CREATES research paper"
~person:"Ravazzolo, Francesco"
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
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Asymmetric information
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Ravazzolo, Francesco
Varneskov, Rasmus Tangsgaard
Bollerslev, Tim
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CREATES research paper
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Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
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2
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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3
The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
-
2010
Persistent link: https://www.econbiz.de/10008651714
Saved in:
4
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008651679
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
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