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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"CORE discussion papers : DP"
~subject:"Time series analysis"
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Theorie
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Bauwens, Luc
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
2
Bayesian semiparametric forecasts of real interest rate data
Deschamps, Philippe J.
-
2016
Persistent link: https://www.econbiz.de/10011894459
Saved in:
3
Sparse change-point time series models
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2015
Persistent link: https://www.econbiz.de/10011579133
Saved in:
4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
5
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010385162
Saved in:
6
Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François
;
Dufays, Arnaud
-
2014
Persistent link: https://www.econbiz.de/10010385182
Saved in:
7
Forecasting long memory processes subject to structural breaks
Wang, Shin-huei
;
Bauwens, Luc
;
Hsiao, Cheng
-
2012
Persistent link: https://www.econbiz.de/10009731091
Saved in:
8
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
9
Nonparametric Beta kernel estimator for long memory time series
Bouezmarni, Taoufik
;
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10008934759
Saved in:
10
Locally stationary volatility modelling
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009385331
Saved in:
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