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Simultaneity and asymmetry of returns and volatilities : the emerging Baltic States’ stock exchanges

Brännäs, Kurt; Gooijer, Jan G. de; Lönnbark, Carl; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009521663

Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach

Ben Salah, Hanene; Gooijer, Jan G. de - In: Financial markets and portfolio management 32 (2018) 4, pp. 419-436

Persistent link: https://www.econbiz.de/10011952005

Semiparametric quantile averaging in the presence of high-dimensional predictors

Gooijer, Jan G. de; Zerom Godefay, Dawit - In: International journal of forecasting 35 (2019) 3, pp. 891-909

Persistent link: https://www.econbiz.de/10012305189

Penalized averaging of parametric and non-parametric quantile forecasts

Gooijer, Jan G. de; Zerom Godefay, Dawit - In: Journal of time series econometrics 12 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012258313

MODEL SELECTION BY MAXIMUM ENTROPY

van Casteren, Pieter H.F.M.; De Gooijer, Jan G. - In: Applying maximum entropy to econometric problems, (pp. 135-161). 1997

Persistent link: https://www.econbiz.de/10015390873

Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities

Gooijer, Jan G. De - In: Journal of Applied Statistics 34 (2007) 4, pp. 371-381

We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test for testing the uniformity of multivariate forecast densities. Simulations indicate that the KS test lacks power when the forecast distributions are misspecified, especially for...

Persistent link: https://www.econbiz.de/10005495284

On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes

Gooijer, Jan G. de; Klein, Andre - In: International Journal of Forecasting 7 (1992) 4, pp. 501-513

Persistent link: https://www.econbiz.de/10005428681

Oliver Duncan Anderson: 1940-1995

Gooijer, Jan G. De - In: International Journal of Forecasting 11 (1995) 1, pp. 195-196

Persistent link: https://www.econbiz.de/10005428692

Some recent developments in non-linear time series modelling, testing, and forecasting

Gooijer, Jan G. De; Kumar, Kuldeep - In: International Journal of Forecasting 8 (1992) 2, pp. 135-156

Persistent link: https://www.econbiz.de/10005428859

On predictive least squares principles : C.Z. Wei, The Annals of Statistics 20 (1992), 1-42

Gooijer, Jan G. De - In: International Journal of Forecasting 9 (1993) 1, pp. 138-139

Persistent link: https://www.econbiz.de/10005429093