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The Benefits of Bagging for Fo...
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Medeiros, Marcelo C.
9
Hillebrand, Eric
6
McAleer, Michael
3
Asai, Manabu
2
Audrino, Francesco
2
Bennedsen, Mikkel
2
Koopman, Siem Jan
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The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
2
Overlaying time scales in financial volatility data
Hillebrand, Eric
-
2006
Persistent link: https://www.econbiz.de/10003350088
Saved in:
3
Level changes in volatility models
Craioveanu, Mihaela
;
Hillebrand, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 277-308
Persistent link: https://www.econbiz.de/10009548088
Saved in:
4
Interest rate volatility and home mortgage loans
Hillebrand, Eric
;
Koray, Faik
- In:
Applied economics
40
(
2008
)
16/18
,
pp. 2381-2385
Persistent link: https://www.econbiz.de/10003760776
Saved in:
5
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
8
Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco
;
Medeiros, Marcelo C.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 999-1022
Persistent link: https://www.econbiz.de/10009408836
Saved in:
9
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
10
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
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