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isPartOf:"International journal of forecasting"
subject:"Prognoseverfahren"
~isPartOf:"European journal of operational research : EJOR"
~person:"Lucas, André"
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Prognoseverfahren
ARCH model
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Estimation theory
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Dynamic higher-order moments
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Exponentially Weighted Moving Average (EWMA)
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Lucas, André
Taylor, James W.
4
Hyndman, Rob J.
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Teräsvirta, Timo
3
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2
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Chaleampong Kongcharoen
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Espasa Terrades, Antoni
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International journal of forecasting
European journal of operational research : EJOR
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ECONIS (ZBW)
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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