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Forecasting Volatility with Co...
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Monte Carlo simulation
Theorie
116
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110
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96
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89
Zeitreihenanalyse
88
Time series analysis
82
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71
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51
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48
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32
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Dijk, Dick van
18
Exterkate, Peter
5
Groenen, Patrick J. F.
5
Heij, Christiaan
5
Paap, Richard
5
Diks, Cees G. H.
3
Hauwe, Sjoerd van den
3
Panchenko, Valentyn
3
Bannouh, Karim
2
Lundbergh, Stefan
2
Martens, Martin
2
Ravazzolo, Francesco
2
Teräsvirta, Timo
2
Franses, Philip Hans
1
Hans Franses, Philip
1
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1
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1
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1
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Forecasting in the presence of structural breaks and model uncertainty
1
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1
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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
-
2013
Persistent link: https://www.econbiz.de/10009756306
Saved in:
2
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
-
2000
Persistent link: https://www.econbiz.de/10001464665
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3
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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4
Sample size, lag order and critical values of seasonal unit root tests
Harvey, David I.
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001847379
Saved in:
5
Bayesian forecasting of federal funds target rate decisions
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
- In:
Journal of macroeconomics
37
(
2013
),
pp. 19-40
Persistent link: https://www.econbiz.de/10010237941
Saved in:
6
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
7
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2013
Persistent link: https://www.econbiz.de/10009751849
Saved in:
8
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008857052
Saved in:
9
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2011
Persistent link: https://www.econbiz.de/10008809883
Saved in:
10
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
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