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DateTitle Authors
2013 Evaluating point and density forecasts of DSGE modelsWolters, Maik H.
2013 Mining big data using parsimonious factor and shrinkage methodsKim, Hyun Hak / Swanson, Norman
2013 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility predictionDuong, Diep / Swanson, Norman R.
2013 Prediction and simulation using simple models characterized by nonstationarity and seasonalitySwanson, Norman / Urbach, Richard
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson
2013 Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in GermanyMenz, Jan-Oliver / Poppitz, Philipp
2006 Predictive inference for integrated volatilityCorradi, Valentina / Distaso, Walter / Swanson, Norman R.
2006 Predictive density estimators for daily volatility based on the use of realized measuresCorradi, Valentina / Distaso, Walter / Swanson, Norman R.
2009 Stochastic population forecast for Germany and its consequence for the German pension systemHärdle, Wolfgang Karl / Myšičková, Alena
2008 Support vector regression based GARCH model with application to forecasting volatility of financial returnsChen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl

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