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Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.; Berkowitz, Jeremy; Pelletier, … - 2009
Persistent link: https://www.econbiz.de/10003865687
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2009
Persistent link: https://www.econbiz.de/10003849428
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Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl - 2009
Persistent link: https://www.econbiz.de/10003849546
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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich; Lahiri, Kajal - 2021
Persistent link: https://www.econbiz.de/10012815973
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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - 2020
Persistent link: https://www.econbiz.de/10012433967
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Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo - 2020
Persistent link: https://www.econbiz.de/10012433973
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti - 2018
Persistent link: https://www.econbiz.de/10011864895
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Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Shibaev, Sergei S. - 2016
Persistent link: https://www.econbiz.de/10011573274
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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