//--> //--> //--> //-->
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
~person:"Caporin, Massimiliano"
~person:"Ravazzolo, Francesco"
~subject:"Scientific modelling"
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
Nowcasting of Russian GDP grow...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Prognoseverfahren
204
Forecasting model
195
Bayes-Statistik
81
Bayesian inference
74
Zeitreihenanalyse
73
Theorie
70
Time series analysis
70
Theory
69
Statistische Verteilung
49
Statistical distribution
47
Modellierung
44
Schätzung
36
Volatilität
35
Estimation
34
Volatility
34
ARCH-Modell
28
USA
28
ARCH model
26
United States
25
Frühindikator
24
Leading indicator
24
Börsenkurs
21
Share price
20
Forecasting
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Forecast
16
Kapitaleinkommen
16
Prognose
16
Autokorrelation
15
Capital income
15
Autocorrelation
14
Economic forecast
14
Wirtschaftsprognose
14
Norwegen
13
Portfolio-Management
13
Strompreis
13
Analysis of variance
12
Electricity price
12
more ...
less ...
Online availability
All
Free
32
Undetermined
3
Type of publication
All
Book / Working Paper
36
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
42
Author
All
Caporin, Massimiliano
Ravazzolo, Francesco
McAleer, Michael
27
Franses, Philip Hans
18
Costantini, Mauro
16
Casarin, Roberto
14
Kunst, Robert M.
14
Swanson, Norman R.
14
Billio, Monica
11
Clark, Todd E.
10
Dijk, Herman K. van
10
Hendry, David F.
9
Medeiros, Marcelo C.
9
Timmermann, Allan
9
Zhang, Xinyu
9
Athanasopoulos, George
8
Koop, Gary
8
Chang, Chia-Lin
7
Legerstee, Rianne
7
Marcellino, Massimiliano
7
Xie, Tian
7
Diebold, Francis X.
6
Giannone, Domenico
6
Guillén, Osmani Teixeira de Carvalho
6
Gunter, Ulrich
6
Issler, João Victor
6
McCracken, Michael W.
6
Nonejad, Nima
6
Onorante, Luca
6
Tetlow, Robert
6
Vahid, Farshid
6
Buncic, Daniel
5
Burns, Kelly
5
Cheng, Xu
5
Dijk, Dick van
5
Diks, Cees G. H.
5
Huber, Florian
5
Ironside, Brian
5
Korobilis, Dimitris
5
Kranendonk, Henk C.
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Econometric Institute research papers
7
Working paper
5
Discussion paper / Tinbergen Institute
4
Working paper / Norges Bank
3
CAMP working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Tinbergen Institute Discussion Paper
2
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
2
Working papers
2
FRB of Cleveland Working Paper
1
FRB of New York Staff Report
1
Federal Reserve Bank of Cleveland working paper series
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of economic surveys
1
Norges Bank Working Paper
1
Norges Bank Working Paper 3 | 2015
1
Staff reports / Federal Reserve Bank of New York
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
11
-
20
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
12
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
13
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
14
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003920144
Saved in:
15
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
16
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
17
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
18
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 402-412
Persistent link: https://www.econbiz.de/10009700545
Saved in:
19
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
20
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->