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Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011582617
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Forecast uncertainty in dynamic models : an application to the demand for mail
Cazals, Catherine; Florens, Jean-Pierre; Rodriguez, Frank; … - In: Competition and regulation in the postal and delivery sector, (pp. 63-73). 2008
Persistent link: https://www.econbiz.de/10003651980
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Fairness in machine learning and econometrics
Centorrino, Samuele; Florens, Jean-Pierre; Loubes, … - In: Econometrics with Machine Learning, (pp. 217-250). 2022
Persistent link: https://www.econbiz.de/10013447857
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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621177
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Predicting volatility : getting the most out of return data sampled at different frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen I. - 2004
"We consider various MIDAS (Mixed Data Sampling) regression models to predict volatility. The models differ in the specification of regressors (squared returns, absolute returns, realized volatility, realized power, and return ranges), in the use of daily or intra-daily (5-minute) data, and in...
Persistent link: https://www.econbiz.de/10002482290
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There is a risk-return tradeoff after all
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen I. - 2004
Persistent link: https://www.econbiz.de/10002482316
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There is a risk-return trade-off after all
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen I. - In: Journal of financial economics 76 (2005) 3, pp. 509-548
Persistent link: https://www.econbiz.de/10002878247