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~isPartOf:"International journal of forecasting"
~person:"Peña, Daniel"
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Peña, Daniel
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International journal of forecasting
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30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro
;
Peña, Daniel
;
Ruiz, Esther
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
Saved in:
2
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Saved in:
3
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro
(
ed.
);
Peña, Daniel
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10013274618
Saved in:
4
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio
;
González-Prieto, Ester
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Saved in:
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