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~isPartOf:"CREATES research paper"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Modellierung
72
Scientific modelling
72
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37
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37
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23
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21
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16
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Johansen, Søren
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Teräsvirta, Timo
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CREATES research paper
Energy economics
Journal of economic dynamics & control
Journal of econometrics
26
Discussion paper / Tinbergen Institute
18
Econometric reviews
17
International journal of forecasting
13
Journal of forecasting
13
Working paper
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Discussion papers / Department of Economics, University of Copenhagen
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IHS economics series : working paper
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Econometric Institute research papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate
modeling
frameworks
Ziel, Florian
;
Weron, Rafał
- In:
Energy economics
70
(
2018
),
pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
Saved in:
2
Estimating and forecasting the real prices of crude oil : a data rich model using a dynamic model averaging (DMA) approach
Naser, Hanan
- In:
Energy economics
56
(
2016
),
pp. 75-87
Persistent link: https://www.econbiz.de/10011663864
Saved in:
3
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
4
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Wang, Yudong
;
Liu, Li
;
Wu, Chongfeng
- In:
Energy economics
66
(
2017
),
pp. 337-348
Persistent link: https://www.econbiz.de/10011896505
Saved in:
5
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
6
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
7
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
8
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
10
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
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