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~isPartOf:"Journal of applied econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Paper"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Grassi, Stefano"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting
2
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Bitcoin
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Al-Yahyaee, Khamis Hamed
Grassi, Stefano
Carriero, Andrea
5
Marcellino, Massimiliano
4
Kapetanios, George
3
Pierdzioch, Christian
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working Paper
Discussion papers / University of Kent, School of Economics
2
Journal of risk and financial management : JRFM
2
CREATES research paper
1
International journal of forecasting
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Volatility
forecasting
, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
2
Forecasting
with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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