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United States
Forecasting model
74
Prognoseverfahren
74
Time series analysis
67
Zeitreihenanalyse
67
Theorie
66
Theory
65
Volatilität
63
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50
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50
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49
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29
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USA
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Börsenkurs
26
Share price
26
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Brazil
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Yield curve
15
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13
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13
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English
28
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Audrino, Francesco
21
Medeiros, Marcelo C.
9
Corsi, Fulvio
6
Trojani, Fabio
4
Colangelo, Dominik
3
McAleer, Michael
3
Asai, Manabu
2
Kostrov, Alexander
2
Ortega, Juan-Pablo
2
Callot, Laurent A. F.
1
Fernandes, Marcelo
1
Fernholz, Robert
1
Ferretti, Roberto G.
1
Filipova, Kameliya
1
Hillebrand, Eric
1
Hu, Yujia
1
Kock, Anders Bredahl
1
Scharth, Marcel
1
Vasconcelos, Gabriel F. R.
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Veiga, Alvaro
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Working papers on finance
4
Econometric Institute research papers
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of finance
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Econometric reviews
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Journal of financial and quantitative analysis : JFQA
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
2
Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco
;
Medeiros, Marcelo C.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 999-1022
Persistent link: https://www.econbiz.de/10009408836
Saved in:
3
Tree-structured multiple regimes in interest rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10003349357
Saved in:
4
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
5
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
6
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
7
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
8
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003520954
Saved in:
9
Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.
;
Kock, Anders Bredahl
;
Medeiros, …
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 140-158
Persistent link: https://www.econbiz.de/10011688494
Saved in:
10
Forecasting inflation in a data-rich environment : the benefits of machine learning methods
Medeiros, Marcelo C.
;
Vasconcelos, Gabriel F. R.
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 98-119
Persistent link: https://www.econbiz.de/10012424502
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