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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
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Analyzing cross-validation for forecasting with structural instability
Hirano, Keisuke; Wright, Jonathan H. - In: Journal of econometrics 226 (2022) 1, pp. 139-154
Persistent link: https://www.econbiz.de/10013440526
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Refining set-identification in VARs through independence
Drautzburg, Thorsten; Wright, Jonathan H. - In: Journal of econometrics 235 (2023) 2, pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432