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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Research output
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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
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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
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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 -
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors
Cepni, O., Guney, I. E. & Swanson, N. R., Jan 1 2020, In: Journal of Forecasting. 39, 1, p. 18-36 19 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Jump spillover and risk effects on excess returns in the United States during the great recession
Schlossberg, J. & Swanson, N. R., Jan 1 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes). World Scientific Publishing Co., p. 1109-1149 41 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter