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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - 2000
Persistent link: https://www.econbiz.de/10001505085
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
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Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.; Fisher, Adlai - 2008
Persistent link: https://www.econbiz.de/10003719647
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Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.; Czellar, Veronika - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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Central bank forecasting : an international comparison
Robertson, John C. - In: Economic review 85 (2000) 2, pp. 21-32
Persistent link: https://www.econbiz.de/10001500740
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[Rezension von: Clements, Michael P., ...,, Forecasting economic time series]
Robertson, John C. - In: The economic journal : the journal of the Royal … 110 (2000), pp. 187-188
Persistent link: https://www.econbiz.de/10001475743
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Using federal funds futures to predict Federal Reserve actions
Robertson, John C. - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 6, pp. 45-53
Persistent link: https://www.econbiz.de/10001241107
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Improving forecasts of the federal funds rate in a policy model
Robertson, John C.; Tallman, Ellis W. - 1999
Persistent link: https://www.econbiz.de/10001372295
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Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.; Tallman, Ellis W. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
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Vector autoregressions : forecasting and reality
Robertson, John C.; Tallman, Ellis W. - In: Economic review 84 (1999) 1, pp. 4-18
Persistent link: https://www.econbiz.de/10001411398