Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Understanding Exponential Smoothing Via Kernel Regression

4 references·7 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
1985Exponential smoothing: The state of the art1,461 cited
1994Forecasting and Time Series: An Applied Approach322 cited
1994Forecasting and Time Series: An Applied Approach101 cited

Cited by

2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures49 cited
2004Is Garch(1,1) as Good a Model as the Accolades of the Nobel Prize Would Imply?37 cited
2007Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation34 cited
2015Model-Free vs. Model-Based Volatility Prediction26 cited
2008Nonparametric Filtering of the Realised Spot Volatility: A Kernel-Based Approach26 cited
2003Dynamic nonparametric filtering with application to volatility estimation22 cited
2022A classification framework and computational methods for human interaction analysis using movement data8 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work