Research output per year
Research output per year
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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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Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008
Kim, K., Kim, H. H. & Swanson, N. R., Mar 2023, In: Empirical Economics. 64, 3, p. 1421-1469 49 p.Research output: Contribution to journal › Article › peer-review
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EDITORIAL STATEMENT in HONOR of PROFESSOR MICHAEL MCALEER
Alghalith, M., Swanson, N., Vasnev, A. & Wong, W. K., Sep 1 2021, In: Annals of Financial Economics. 16, 3, 2101002.Research output: Contribution to journal › Review article › peer-review
4 Scopus citations -
Forecasting volatility using double shrinkage methods
Cheng, M., Swanson, N. R. & Yang, X., Jun 2021, In: Journal of Empirical Finance. 62, p. 46-61 16 p.Research output: Contribution to journal › Article › peer-review
6 Scopus citations -
Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps
Mukherjee, A., Peng, W., Swanson, N. R. & Yang, X., 2020, Financial, Macro and Micro Econometrics Using R. Vinod, H. D. & Rao, C. R. (eds.). Elsevier B.V., p. 3-59 57 p. (Handbook of Statistics; vol. 42).Research output: Chapter in Book/Report/Conference proceeding › Chapter
3 Scopus citations -
Forecast Evaluation
Cheng, M., Swanson, N. R. & Yao, C., 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).Research output: Chapter in Book/Report/Conference proceeding › Chapter
1 Scopus citations