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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type:"book"
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Prognoseverfahren
Volatility
Theorie
212
Theory
212
Forecasting model
94
Volatilität
82
Time series analysis
71
Zeitreihenanalyse
71
ARCH model
69
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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English
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McAleer, Michael
93
Franses, Philip Hans
54
Chang, Chia-Lin
40
Dijk, Dick van
14
Legerstee, Rianne
12
Asai, Manabu
10
Caporin, Massimiliano
8
Heij, Christiaan
8
Pérez Amaral, Teodosio
8
Groenen, Patrick J. F.
7
Tansuchat, Roengchai
7
Paap, Richard
6
Jiménez-Martín, Juan-Ángel
5
Chen, Chi-chung
4
Medeiros, Marcelo C.
4
Allen, David E.
3
Bruijn, Bert de
3
Dekker, Rommert
3
Hafner, Christian M.
3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Jimenez-Martin, Juan-Angel
3
Ravazzolo, Francesco
3
Wang, Yu-Ann
3
Bhaghoe, Sailesh
2
Bodeutsch, Denice
2
Chan, Felix
2
Chen, Ping-yu
2
Fok, Dennis
2
Groot, Bert de
2
Hammoudeh, Shawkat M.
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Maasoumi, Esfandiar
2
Martens, Martin
2
Martinet, Guillaume Gaetan
2
Ooft, Gavin
2
Oxley, Les
2
Pinçe, Çerağ
2
Powell, Robert
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Econometrisch Instituut <Rotterdam>
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314
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300
IMF working papers
279
CESifo working papers
265
ECB Working Paper
225
Working paper series / European Central Bank
215
CREATES research paper
182
Working papers
146
Finance and economics discussion series
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Working paper / Department of Econometrics and Business Statistics, Monash University
144
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SFB 649 discussion paper
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International finance discussion papers
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Staff reports / Federal Reserve Bank of New York
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Cambridge working papers in economics
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CFS working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
Working Paper
71
CAMA Working Paper
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
62
Temi di discussione / Banca d'Italia
59
World Bank Policy Research Working Paper
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ECONIS (ZBW)
164
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012113890
Saved in:
4
Forecasting own brand sales : does incorporating competition help?
Li, Wei
;
Fok, Dennis
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149723
Saved in:
5
IMA(1,1) as a new benchmark for forecast evaluation
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012051662
Saved in:
6
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
7
Panel forecasting with asymmetric grouping
Nibbering, Didier
;
Paap, Richard
-
2019
Persistent link: https://www.econbiz.de/10012064885
Saved in:
8
Professional forecasters and january
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149747
Saved in:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
10
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
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