Narrow search
Showing 41 - 50 of 222
Cover Image
Prediciting the daily covariance matrix for S&P 100 stocks using intraday data - but which frequency to use?
Pooter, Michiel de; Martens, Martin; Dijk, Dick van - 2005
Persistent link: https://www.econbiz.de/10003155816
Cover Image
Forecasting daily time series using periodic unobserved components time series models
Koopman, Siem Jan; Ooms, Marius - 2004
Persistent link: https://www.econbiz.de/10002503685
Cover Image
Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003861024
Cover Image
Forecasting aggregate productivity using information from firm-level data
Bartelsman, Eric J.; Wolf, Zoltán - 2009
Persistent link: https://www.econbiz.de/10003851120
Cover Image
Examing the Nelson-Siegel class of term structure models : in-sample fit versus out-of-sample forecasting performance
Pooter, Michiel de - 2007
Persistent link: https://www.econbiz.de/10003482682
Cover Image
Predicting the term structure of interest rates : incorporating parameter uncertainty, model uncertainty and macroeconomic information
Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2007
Persistent link: https://www.econbiz.de/10003482707
Cover Image
The power of weather : some empirical evidence on predicting day-ahead power prices through weather forecasts
Huurman, Christian; Ravazzolo, Francesco; Zhou, Chen - 2007
Persistent link: https://www.econbiz.de/10003482711
Cover Image
Information flows around the globe : predicting opening gaps fom overnight foreign stock price patterns
Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009
Persistent link: https://www.econbiz.de/10003934266
Cover Image
Macro, industry and frailty effects in defaults : the 2008 credit crisis in perspective
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2010
Persistent link: https://www.econbiz.de/10003973286
Cover Image
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10008857052