Results 71-80 of 536.
|2013 ||Evaluating point and density forecasts of DSGE models||Wolters, Maik H.
|2013 ||Mining big data using parsimonious factor and shrinkage methods||Kim, Hyun Hak / Swanson, Norman
|2013 ||Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction||Duong, Diep / Swanson, Norman R.
|2013 ||Prediction and simulation using simple models characterized by nonstationarity and seasonality||Swanson, Norman / Urbach, Richard
|2013 ||Testing for structural stability of factor augmented forecasting models||Valentina Corradi / Norman Swanson
|2013 ||Household`s Disagreement on Inflation Expectations and Socioeconomic Media Exposure in Germany||Menz, Jan-Oliver / Poppitz, Philipp
|2006 ||Predictive inference for integrated volatility||Corradi, Valentina / Distaso, Walter / Swanson, Norman R.
|2006 ||Predictive density estimators for daily volatility based on the use of realized measures||Corradi, Valentina / Distaso, Walter / Swanson, Norman R.
|2009 ||Stochastic population forecast for Germany and its consequence for the German pension system||Härdle, Wolfgang Karl / Myšičková, Alena
|2008 ||Support vector regression based GARCH model with application to forecasting volatility of financial returns||Chen, Shiyi / Jeong, Kiho / Härdle, Wolfgang Karl