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Time series analysis
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Dagum, Estela Bee
7
Phillips, Peter C. B.
7
Taylor, Robert
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Teräsvirta, Timo
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Maasoumi, Esfandiar
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Spanos, Aris
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5
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Granger, C. W. J.
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He, Changli
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Econometric reviews
International journal of forecasting
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789
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696
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509
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485
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
158
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149
Tinbergen Institute Discussion Papers
144
Econometrics : open access journal
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ECONIS (ZBW)
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1
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
2
Prediction theory for autoregressive-moving average processes
Burridge, Peter
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 65-95
Persistent link: https://www.econbiz.de/10001054260
Saved in:
3
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
4
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
5
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
6
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
7
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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8
Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
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9
An empirical comparison of machine learning models for time series forecasting
Ahmed, Nesreen K.
;
Atiya, Amir F.
;
Gayar, Neamat el
; …
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 594-621
Persistent link: https://www.econbiz.de/10008668149
Saved in:
10
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
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