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person:"Trojani, Fabio"
subject:"Forecasting model"
~subject:"Estimation theory"
~subject:"US dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Estimation theory
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Trojani, Fabio
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
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39
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38
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38
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37
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36
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35
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35
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34
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33
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33
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33
Gouriéroux, Christian
32
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32
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32
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31
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31
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30
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30
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30
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30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
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26
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26
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
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2
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 138-149
Persistent link: https://www.econbiz.de/10009159099
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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