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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark; Vetter, Mathias - 2009
Persistent link: https://www.econbiz.de/10003883610
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801
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Forecasting autoregressive time series under changing persistence
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003988288
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
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Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana; Voev, Valeri - 2011
Persistent link: https://www.econbiz.de/10008807445
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A comprehensive look at financial volatility prediction by economic variables
Christiansen, Charlotte; Schmeling, Maik; Schrimpf, Andreas - 2010
Persistent link: https://www.econbiz.de/10008651643
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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