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~subject:"Forecasting model"
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Forecasting model
Volatilität
157
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86
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86
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English
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Bollerslev, Tim
59
Andersen, Torben
16
Diebold, Francis X.
15
Patton, Andrew J.
10
Zhou, Hao
10
Xu, Lai
9
Andersen, Torben G.
7
Baillie, Richard
6
Christoffersen, Peter F.
6
Quaedvlieg, Rogier
6
Meddahi, Nour
4
Todorov, Viktor
4
Hood, Benjamin
3
Huss, John
3
Kapetanios, George
3
Li, Sophia Zhengzi
3
Pedersen, Lasse Heje
3
Wang, Wenjing
3
Chaleampong Kongcharoen
2
Dacorogna, Michel M.
2
Labys, Paul
2
Marrone, James
2
Marrone, James V
2
Medeiros, Marcelo C.
2
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2
Arteche, Josu
1
Baillie, Richard T.
1
Cho, Dooyeon
1
Engle, Robert F.
1
Osterrieder, Daniela
1
Papailias, Fotis
1
Rho, Seunghwa
1
Russell, Jeffrey R.
1
Sizova, Natalia
1
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7
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
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1
The review of financial studies
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ECONIS (ZBW)
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1
Predictions from ARMAX models
Baillie, Richard T.
- In:
Journal of econometrics
12
(
1980
)
3
,
pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
Saved in:
2
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
3
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
4
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
5
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
6
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
7
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
8
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
9
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
10
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
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