Predictive Inference for Locally Stationary Time Series

Author:

Politis Dimitris N.

Publisher

Springer International Publishing

Reference194 articles.

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3. Altman NS (1992) An introduction to kernel and nearest-neighbor nonparametric regression. Am Stat 46(3):175–185

4. Andersen TG, Bollerslev T (1998) Answering the sceptics: yes, standard volatility models do provide accurate forecasts. Int Econ Rev 39(4):885–905

5. Andersen TG, Bollerslev T, Christoffersen PF, Diebold FX (2006) Volatility and correlation forecasting. In: Elliott G, Granger CWJ, Timmermann A (eds) Handbook of economic forecasting. North-Holland, Amsterdam, pp 778–878

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