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~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Martingale"
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Forecasting model
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Podolskij, Mark
6
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4
Hansen, Peter Reinhard
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Christiansen, Charlotte
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2
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CREATES research paper
Discussion paper / Centre for Economic Policy Research
176
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122
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68
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51
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ECONIS (ZBW)
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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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2
Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
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2009
Persistent link: https://www.econbiz.de/10003849554
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3
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
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4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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5
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
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2010
Persistent link: https://www.econbiz.de/10003959801
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6
Forecasting autoregressive time series under changing persistence
Kruse, Robinson
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2010
Persistent link: https://www.econbiz.de/10003988288
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7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
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8
Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
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9
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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10
The role of dynamic specification in forecasting volatility in the presence of jumps and noisy high-frequency data
Varneskov, Rasmus Tangsgaard
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2010
Persistent link: https://www.econbiz.de/10008651714
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