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Estimation
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Gil-Alaña, Luis A.
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164
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60
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56
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43
Gao, Jiti
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26
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McAleer, Michael
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Linton, Oliver
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Sibbertsen, Philipp
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Timmermann, Allan
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Stock, James H.
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Bahmani-Oskooee, Mohsen
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Lanne, Markku
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Miller, Stephen M.
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Taylor, Robert
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Urga, Giovanni
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Wohar, Mark E.
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Brännäs, Kurt
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Lux, Thomas
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Westermann, Frank
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European Central Bank
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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International journal of forecasting
84
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
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International review of economics & finance : IREF
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Energy economics
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Journal of applied econometrics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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International review of financial analysis
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied financial economics
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Journal of economic dynamics & control
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SFB 649 discussion paper
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The econometrics journal
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Cambridge working papers in economics
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ECONIS (ZBW)
6,324
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1
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
2
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
3
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Tinca, Andrei
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
11
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010224748
Saved in:
4
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam
;
Annussek, Kolja
;
Harvey, Jackie
; …
- In:
Economics and business review
2
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
Saved in:
5
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
6
Stationary and non-stationary simultaneous switching autoregressive models with an application to financial time series
Kunitomo, Naoto
;
Sato, Seisho
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
2
,
pp. 161-190
Persistent link: https://www.econbiz.de/10001470186
Saved in:
7
On forecast performance of SETAR model : an empirical investigation
Samanta, G. P.
- In:
Journal of quantitative economics : official journal of …
15
(
1999
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001488725
Saved in:
8
Time series model complexity and firm valuation : the case of AR1 firms versus non-AR1 firms
Bao, Ben-hsien
;
Bao, Da-hsien
- In:
Advances in financial planning and forecasting
11
(
2003
),
pp. 133-150
Persistent link: https://www.econbiz.de/10001762175
Saved in:
9
Efficient estimation of agricultural time series models with nonnormal dependent variables
Ramírez, Octavio A.
;
Misra, Sukant K.
;
Nelson, Jeannie
- In:
American journal of agricultural economics
85
(
2003
)
4
,
pp. 1029-1040
Persistent link: https://www.econbiz.de/10001817251
Saved in:
10
Autocorrelation
, seasonality and model choice in return estimation
Praetz, Peter
-
1980
Persistent link: https://www.econbiz.de/10000012348
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