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~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~person:"Winter-Ebmer, Rudolf"
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Asai, Manabu
Koopman, Siem Jan
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Dynamic factor models with clustered loadings : forecasting
education
flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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