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subject:"Forecasting model"
~person:"Baillie, Richard"
~person:"Nolte, Ingmar"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Estimation theory
26
Schätztheorie
26
Time series analysis
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10
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Baillie, Richard
Nolte, Ingmar
Kumar, Dilip
10
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7
Swanson, Norman R.
7
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6
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6
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6
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5
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5
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5
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5
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5
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5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Bauwens, Luc
4
Bratu, Mihaela
4
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4
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4
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4
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Kim, Donggyu
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4
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4
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4
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3
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3
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HFDF <1, 1995, Zürich>
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International journal of forecasting
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ECONIS (ZBW)
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
5
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
6
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
7
Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
Saved in:
8
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
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