//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Shephard, Neil G."
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Wirtschaftswachstum"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Improving judgmental time seri...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetric information
Capital income
Prognoseverfahren
Wirtschaftswachstum
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Kapitaleinkommen
3
Theorie
3
Theory
3
Börsenkurs
2
Estimation
2
Share price
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Zustandsraummodell
2
00.12.1993
1
ARCH model
1
ARCH-Modell
1
Asynchronous data
1
Common persistence
1
Correlation
1
Count data
1
Covariance targeting
1
Dynamische Wirtschaftstheorie
1
EM algorithm
1
Economic dynamics
1
Factor model
1
Forecast
1
Forecasting
1
Forecasting model
1
Großbritannien
1
Induktive Statistik
1
Kalman filter
1
Korrelation
1
Lévy basis
1
Market microstructure
1
Market microstructure noise
1
Markov chain
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Shephard, Neil G.
Timmermann, Allan
17
Patton, Andrew J.
11
Bollerslev, Tim
10
Diebold, Francis X.
10
Swanson, Norman R.
10
Andersen, Torben
7
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Todorov, Viktor
7
Elliott, Graham
6
Linton, Oliver
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Xiu, Dacheng
6
Corradi, Valentina
5
Demetrescu, Matei
5
Lee, Ji Hyung
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Fan, Jianqing
4
Giacomini, Raffaella
4
Kapetanios, George
4
Koop, Gary
4
Koopman, Siem Jan
4
Marcellino, Massimiliano
4
Meddahi, Nour
4
Mykland, Per A.
4
Pettenuzzo, Davide
4
Quaedvlieg, Rogier
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
Tauchen, George Eugene
4
West, Kenneth D.
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CREATES research paper
1
Journal of applied econometrics
1
State space and unobserved component models : theory and applications
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
4
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->