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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~person:"Cheng, Yihan"
~person:"Koop, Gary"
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Forecasting model
Zeitreihenanalyse
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Cheng, Yihan
Koop, Gary
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Journal of forecasting
Strathclyde discussion papers in economics
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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