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Forecasting model
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Bauwens, Luc
25
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10
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5
Korobilis, Dimitris
5
Violante, Francesco
5
Xu, Yongdeng
4
Boudt, Kris
3
Braione, Manuela
3
Daníelsson, Jón
3
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Hsiao, Cheng
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Storti, Giuseppe
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Chevillon, Guillaume
2
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2
Giot, Pierre
2
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Banulescu-Radu, Denisa
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ECONIS (ZBW)
36
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
3
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
4
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
Saved in:
5
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
6
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
- In:
International journal of forecasting
29
(
2013
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
Saved in:
7
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
8
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
9
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
10
Do we need high frequency data to forecast variances?
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Candelon, …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 135-174
Persistent link: https://www.econbiz.de/10011592741
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