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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Chevillon, Guillaume"
~person:"Knüppel, Malte"
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Forecasting model
Estimation theory
9
Schätztheorie
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Time series analysis
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6
Volatilität
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Capital income
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Estimation
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Andersen, Torben
Chevillon, Guillaume
Knüppel, Malte
Lee, Ji Hyung
5
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
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2
Clark, Todd E.
2
Fan, Jianqing
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Fan, Rui
2
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2
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2
Ng, Serena
2
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2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Athanasopoulos, George
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bauwens, Luc
1
Bennedsen, Mikkel
1
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DeJong, David Neil
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1
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1
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Journal of econometrics
International journal of forecasting
4
Bundesbank Series 1 Discussion Paper
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CREATES research paper
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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