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Forecasting Volatility with Ti...
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Proietti, Tommaso
297
Catania, Leopoldo
49
Luati, Alessandra
40
Grassi, Stefano
33
Marcellino, Massimiliano
32
Frale, Cecilia
24
Marczak, Martyna
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Mazzi, Gian Luigi
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Giovannelli, Alessandro
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Bernardi, Mauro
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Musso, Alberto
11
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8
Mazzi, Gianluigi
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Fenoaltea, Stefano
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Ardia, David
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Boudt, Kris
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Lütkepohl, Helmut
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Marcellino, Massimiliano Giuseppe
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Citton, Ambra
4
PROIETTI, Tommaso
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Ricchi, Ottavio
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Santucci de Magistris, Paolo
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Tinti, Cristina
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Westermann, Thomas
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Billé, Anna Gloria
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Bluteau, Keven
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Della Corte, Giuseppe
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9
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ECONIS (ZBW)
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RePEc
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1
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71
Persistence of shocks on seasonal processes
Proietti, Tommaso
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10001202517
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72
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001769713
Saved in:
73
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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74
Discussion of the paper "Testing time series data compatibility for benchmarking" by Benoît Quennevillle and Christian Gagné
Proietti, Tommaso
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 767-771
Persistent link: https://www.econbiz.de/10010221278
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75
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
76
Discussion of the paper "Deciding between alternative approaches in macroeconomics"
Proietti, Tommaso
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 136-138
Persistent link: https://www.econbiz.de/10012030849
Saved in:
77
Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso
-
2020
Persistent link: https://www.econbiz.de/10012487817
Saved in:
78
Ups and (draw)downs
Proietti, Tommaso
-
2024
Persistent link: https://www.econbiz.de/10014549053
Saved in:
79
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 141-156
Persistent link: https://www.econbiz.de/10009949728
Saved in:
80
Seasonal specific structural time series
Proietti, Tommaso
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10009949820
Saved in:
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