Narrow search
Showing 1 - 10 of 26
Cover Image
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
Cover Image
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - 2015 - This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Cover Image
Forecasting financial time series using model averaging
Ravazzolo, Francesco - 2007
Persistent link: https://www.econbiz.de/10003580042
Cover Image
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2010
Persistent link: https://www.econbiz.de/10003937282
Cover Image
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
Persistent link: https://www.econbiz.de/10003939661
Cover Image
Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - 2010
Persistent link: https://www.econbiz.de/10003978284
Cover Image
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2010
Persistent link: https://www.econbiz.de/10009537445
Cover Image
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009724346