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subject:"Prognoseverfahren"
person:"Bollerslev, Tim"
~subject:"Exchange rate"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Exchange rate
Estimation theory
27
Schätztheorie
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Bollerslev, Tim
Swanson, Norman R.
31
Diebold, Francis X.
23
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
14
Huber, Florian
14
Brandt, Michael W.
13
Hyndman, Rob J.
13
Rossi, Barbara
13
Kapetanios, George
12
Koopman, Siem Jan
12
Phillips, Peter C. B.
12
West, Kenneth D.
12
Chevillon, Guillaume
11
Gao, Jiti
11
Hendry, David F.
11
Kumar, Dilip
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Pesaran, M. Hashem
10
Pittis, Nikitas
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Caporale, Guglielmo Maria
9
Dijk, Dick van
9
Franses, Philip Hans
9
Lahiri, Kajal
9
Xu, Ke-Li
9
Alizadeh, Sassan
8
Baillie, Richard
8
Lucas, André
8
Varneskov, Rasmus Tangsgaard
8
Cheung, Yin-Wong
7
Croux, Christophe
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The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
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1
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
2
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
3
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
4
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
5
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
6
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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