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person:"Audrino, Francesco"
subject:"Volatilität"
~person:"Cai, Zongwu"
~person:"Rodriguez, Gabriel"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Volatilität
ARCH-Modell
Forecasting model
Estimation theory
102
Schätztheorie
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Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Estimation
37
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Audrino, Francesco
Cai, Zongwu
Rodriguez, Gabriel
Swanson, Norman R.
41
Koopman, Siem Jan
29
Francq, Christian
28
Teräsvirta, Timo
25
Linton, Oliver
24
Zakoïan, Jean-Michel
24
Corradi, Valentina
23
Diebold, Francis X.
23
Hafner, Christian M.
23
Marcellino, Massimiliano
20
Todorov, Viktor
19
Rahbek, Anders
18
Koop, Gary
17
Li, Jia
17
Phillips, Peter C. B.
17
Clark, Todd E.
16
Gao, Jiti
16
Kumar, Dilip
16
McCracken, Michael W.
16
Croux, Christophe
15
Härdle, Wolfgang
15
Li, Yingying
15
Nelson, Daniel B.
15
Tauchen, George Eugene
15
Xu, Ke-Li
15
Andersen, Torben
14
Ardia, David
14
Engle, Robert F.
14
Huber, Florian
14
Maheswaran, S.
14
Sheppard, Kevin
14
Brandt, Michael W.
13
Cavaliere, Giuseppe
13
Hyndman, Rob J.
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McAleer, Michael
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Rossi, Barbara
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Taylor, Robert
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5
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
3
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
4
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
5
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
6
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
7
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
8
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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