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Forecasting Volatility with Ti...
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Proietti, Tommaso
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International journal of forecasting
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Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
2
Characterizing asymmetries in business cycles using smooth-transition structural time-series models
Proietti, Tommaso
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001769713
Saved in:
3
Seasonal specific structural time series
Proietti, Tommaso
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002652144
Saved in:
4
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
5
Discussion of the paper "Deciding between alternative approaches in macroeconomics"
Proietti, Tommaso
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 136-138
Persistent link: https://www.econbiz.de/10012030849
Saved in:
6
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
7
Nowcasting monthly GDP with big data : A model averaging approach
Proietti, Tommaso
;
Giovannelli, Alessandro
- In:
Journal of the Royal Statistical Society: Series A …
184
(
2021
)
2
,
pp. 683-706
Persistent link: https://www.econbiz.de/10012538853
Saved in:
8
A class of periodic trend models for seasonal time series
Proietti, Tommaso
;
Marczak, Martyna
;
Mazzi, Gianluigi
- In:
Journal of Forecasting
38
(
2018
)
2
,
pp. 106-121
Persistent link: https://www.econbiz.de/10012082023
Saved in:
9
Linear and nonlinear dynamics in time series
Dagum, Estela Bee
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002651642
Saved in:
10
Characterizing the business cycle for accession countries
Artis, Michael J.
;
Marcellino, Massimiliano
;
Proietti, …
-
2004
Persistent link: https://www.econbiz.de/10002160064
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