• 2322 Citations
  • 26 h-Index
19952020
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Fingerprint Dive into the research topics where Norman Swanson is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Econometrics Mathematics
Forecasting Mathematics
Macroeconomics Mathematics
Vector Autoregression Mathematics
Forecast Mathematics
Economics Mathematics
Testing Mathematics
Model Selection Mathematics

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Research Output 1995 2020

Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps

Swanson, N. R. & Yang, X., 2020, Handbook of Statistics. Vinod, H. D. & Rao, C. R. (eds.). Elsevier B.V., p. 3-59 57 p. (Handbook of Statistics; vol. 42).

Rutgers, The State University

Research output: Chapter in Book/Report/Conference proceedingChapter

Econometrics
Volatility
Jump
Estimator
Testing

Forecast Evaluation

Swanson, N. R., Jan 1 2020, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 495-537 43 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

Rutgers, The State University

Research output: Chapter in Book/Report/Conference proceedingChapter

Forecast evaluation
Loss function
Predictive accuracy
Forecast error
Time series forecasting
Open Access
Empirical evidence
Jump
Finite sample
Data generating process
Approximation
Emerging Markets
Macroeconomics
Gross
Forecasting
Economics
3 Citations (Scopus)
Emerging markets
Nowcasting
Macroeconomics
Diffusion index
Dimension reduction

Press/Media

Obituaries

Norman Swanson

3/17/11

2 items of Media coverage

Rutgers, The State University

Press/Media: Press / Media