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Tsay, Ruey S. - In: A companion to economic forecasting, (pp. 453-484). 2002

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Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model

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Realized volatility forecasting in the presence of time-varying noise

Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 331-345

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Volatility and time series econometrics : essays in honor of Robert Engle

Bollerslev, Tim (ed.); Engle, Robert F. (honouree); … - 2010 - 1. publ.

Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...

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Forecasting with leading indicators revisited

Tsay, Ruey S.; Wu, Chung-shu - In: Journal of forecasting 22 (2003) 8, pp. 603-617

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A predictive approach for selection of diffusion index models

Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99

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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach

Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684

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Predictive likelihood for Bayesian model selection and averaging

Ando, Tomohiro; Tsay, Ruey S. - In: International journal of forecasting 26 (2010) 4, pp. 744-763

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Outlier detection in multivariate time series by projection pursuit

Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 654-669

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Residual income, non-earnings information, and information content

Tsay, Ruey S.; Lin, Yi-Mien; Wang, Hsiao-wen - In: Journal of forecasting 28 (2009) 6, pp. 487-511

Persistent link: https://www.econbiz.de/10003886988