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ECONIS (ZBW)
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1
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
3
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
4
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
5
Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei
;
Martínez, José
;
Romero, Rafael
- In:
Applied economics
54
(
2022
)
34
,
pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854
Saved in:
6
Vine copulas and fuzzy inference to evaluate the solvency capital requirement of multivariate dependent risks
Araichi, Sawssen
;
Almulhim, Tarifa
- In:
Applied economics
53
(
2021
)
52
,
pp. 6058-6074
Persistent link: https://www.econbiz.de/10012650383
Saved in:
7
Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach
Behrens, Christoph
- In:
Applied economics
52
(
2020
)
34
,
pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
Saved in:
8
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
9
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
10
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
11
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
12
Comparison of indicators of women's labour between Turkey and EU member states by employing multidimensional scaling analysis and clustering analysis
Yenilmez, Füsun
;
Girginer, Nuray
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1229-1239
Persistent link: https://www.econbiz.de/10011433087
Saved in:
13
Multivariate forecasting with BVARs and DSGE models
Berg, Tim Oliver
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011610468
Saved in:
14
News sentiment and overshooting of exchange rates
Feuerriegel, Stefan
;
Wolff, Georg
;
Neumann, Dirk
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4238-4250
Persistent link: https://www.econbiz.de/10011640028
Saved in:
15
A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
Saved in:
16
Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.
;
Nikolopoulos, Konstantinos
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
Saved in:
17
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
18
Dynamic latent class model averaging for online prediction
Yang, Hongxia
;
Hosking, Jonathan R. M.
;
Amemiya, Yasuo
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011305378
Saved in:
19
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Saved in:
20
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
21
A new approach to the identification of regional clusters : hierarchical clustering on principal components
Argüelles, M.
;
Benavides, Carmen
;
Fernández, Isabel
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2511-2519
Persistent link: https://www.econbiz.de/10010417201
Saved in:
22
Revealing additional dimensions of preference heterogeneity in a latent class mixed multinomial logit model
Greene, William H.
;
Hensher, David A.
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1897-1902
Persistent link: https://www.econbiz.de/10009758497
Saved in:
23
Forecasting UK industrial production with multivariate singular spectrum analysis
Hassani, Hossein
;
Heravi, Saeed M.
;
Žigljavskij, …
- In:
Journal of forecasting
32
(
2013
)
5
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009788817
Saved in:
24
Employment transitions and computer use of older workers
Biagi, Federico
;
Cavapozzi, Danilo
;
Miniaci, Raffaele
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 687-696
Persistent link: https://www.econbiz.de/10009716412
Saved in:
25
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
26
Multivariate GARCH models with correlation clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
Saved in:
27
Multidimensional welfare distributions : empirical application to household panel data from Vietnam
Justino, Patricia
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3391-3405
Persistent link: https://www.econbiz.de/10009619782
Saved in:
28
Modelling country default risk as a latent variable : a multiple indicators multiple causes approach
Maltritz, Dominik
;
Bühn, Andreas
;
Eichler, Stefan
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4679-4688
Persistent link: https://www.econbiz.de/10009713354
Saved in:
29
Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.
;
Schroeder, Ted C.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
Saved in:
30
A simple multivariate test for asymmetry
Bjellerup, M°arten
;
Holgersson, Thomas H. E.
- In:
Applied economics
41
(
2009
)
10/12
,
pp. 1405-1416
Persistent link: https://www.econbiz.de/10003845380
Saved in:
31
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
Triantafyllopoulos, K.
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 551-569
Persistent link: https://www.econbiz.de/10003608120
Saved in:
32
Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina
;
Turner, Paul
- In:
Applied economics
37
(
2005
)
3
,
pp. 265-270
Persistent link: https://www.econbiz.de/10002546515
Saved in:
33
On bias correction in the multivariate sample-selection model
Chen, Zhuo
;
Yen, Steven T.
- In:
Applied economics
37
(
2005
)
21
,
pp. 2459-2468
Persistent link: https://www.econbiz.de/10003241036
Saved in:
34
Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss
;
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 315-335
Persistent link: https://www.econbiz.de/10002194794
Saved in:
35
A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
Salvador, Manuel
;
Gallizo, Jose Luis
;
Gargallo, Pilar
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 457-478
Persistent link: https://www.econbiz.de/10001836455
Saved in:
36
Multivariate Bayesian regression applied to the problem of network security
Triantafyllopoulos, Kostas
;
Pikoulas, John
- In:
Journal of forecasting
21
(
2002
)
8
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001723978
Saved in:
37
Joint purchasing decisions : a multivariate negative binomial approach
Miles Touya, Daniel
- In:
Applied economics
33
(
2001
)
7
,
pp. 937-946
Persistent link: https://www.econbiz.de/10001583833
Saved in:
38
The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.
;
Reisen, Valdério Anselmo
- In:
Journal of forecasting
19
(
2000
)
5
,
pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
Saved in:
39
A limited information estimator for the multivariate ordinal probit model
Fu, Tsu-tan
(
contributor
)
- In:
Applied economics
32
(
2000
)
14
,
pp. 1841-1851
Persistent link: https://www.econbiz.de/10001524492
Saved in:
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