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stochastic volatility
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Kock, Anders Bredahl
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Teräsvirta, Timo
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Callot, Laurent A. F.
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Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623564
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2
Forecasting with universal approximators and a learning algorithm
Kock, Anders Bredahl
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
3
Forecasting With Nonlinear Time Series Models
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882026
Saved in:
4
Forecasting performance of three automated modelling techniques during the economic crisis 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267761
Saved in:
5
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
Saved in:
6
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
7
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders Bredahl
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
8
Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions
Callot, Laurent A. F.
;
Kock, Anders Bredahl
- In:
Essays in nonlinear time series econometrics
,
(pp. 238-266)
.
2014
Persistent link: https://www.econbiz.de/10010385848
Saved in:
9
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
Saved in:
10
Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
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