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Linking series generated at different frequenciesFNR HREF="fn1"> FN ID="fn1">This work is part of a PhD dissertation presented at the University of California, San Diego (1999).
Hyung, Namwon; Granger, Clive W.J. - In: Journal of forecasting 27 (2008) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10007981831
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Forecasting with leading indicators revisited
Tsay, Ruey S.; Wu, Chung-Shu - In: Journal of forecasting 22 (2003) 8, pp. 603
Persistent link: https://www.econbiz.de/10006884738
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Residual income, non-earnings information, and information content
Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-Wen - In: Journal of forecasting 28 (2009) 6, pp. 487-511
Persistent link: https://www.econbiz.de/10008309718
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Forecasting with leading indicators revisited
Tsay, Ruey S.; Wu, Chung-shu - In: Journal of forecasting 22 (2003) 8, pp. 603-617
Persistent link: https://www.econbiz.de/10001863398
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Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas; Tsay, Ruey S. - In: Journal of forecasting 30 (2011) 1, pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
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Random aggregation with applications in high-frequency finance
Tsay, Ruey S.; Yeh, Jin-huei - In: Journal of forecasting 30 (2011) 1, pp. 72-103
Persistent link: https://www.econbiz.de/10009233914
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Introduction to special issue commemorating the 50th anniversary of the Kalman filter and 40th anniversary of Box and Jenkins
Mills, Terence C.; Tsay, Ruey S.; Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10009233929
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Residual income, non-earnings information, and information content
Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-wen - In: Journal of forecasting 28 (2009) 6, pp. 487-511
Persistent link: https://www.econbiz.de/10003886988