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Forecast combinations
Aiolfi, Marco; Capistrán Carmona, Carlos; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003968390
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660753
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Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660807
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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - 2017
Persistent link: https://www.econbiz.de/10011624164
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Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - 2015
Persistent link: https://www.econbiz.de/10011517000
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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - 2016
Persistent link: https://www.econbiz.de/10011447834
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - 2015 - 2. version
Persistent link: https://www.econbiz.de/10010464688