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source:"econis"
subject:"Estimation"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of forecasting"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Estimation
Theorie
1,151
Theory
1,151
Forecasting model
700
Prognoseverfahren
700
Time series analysis
333
Zeitreihenanalyse
333
Schätzung
182
Forecast
114
Prognose
113
Volatility
105
Volatilität
105
Capital income
88
Kapitaleinkommen
88
USA
81
United States
81
Economic forecast
65
Wirtschaftsprognose
65
Bayes-Statistik
61
Bayesian inference
61
Börsenkurs
61
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61
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57
ARCH-Modell
57
Portfolio selection
56
Portfolio-Management
56
Forecasting
55
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55
Statistische Verteilung
55
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Leading indicator
53
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49
Wechselkurs
49
Regression analysis
48
Regressionsanalyse
47
Inflation
40
Probability theory
40
Wahrscheinlichkeitsrechnung
40
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38
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2
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Article
182
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Aufsatz in Zeitschrift
Conference proceedings
Article in journal
182
Systematic review
2
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2
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English
182
Author
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Koopman, Siem Jan
3
Alles, Lakshman
2
Choi, Seung-mook S.
2
Clements, Adam
2
Craigwell, Roland C.
2
Gerlach, Richard
2
Huber, Florian
2
Lee, Kiseok
2
Marcellino, Massimiliano
2
Mills, Terence C.
2
Mumtaz, Haroon
2
Niizeki, Mikiyo Kii
2
Rua, António
2
Silvapulle, Paramsothy
2
Swanson, Norman R.
2
Wirjanto, Tony S.
2
Wohar, Mark E.
2
Adrangi, Bahram
1
Ahmed, Shamim
1
Ajmi, Ahdi Noomen
1
Akhigbe, Aigbe O.
1
Algaba, Andres
1
Anderson, Heather M.
1
Andersson, Magnus
1
Armah, Nii Ayi
1
Arroyo, Javier
1
Audrino, Francesco
1
Ballestra, Luca Vincenzo
1
Ballinari, Daniele
1
Barkoulas, John T.
1
Barnett, Alina
1
Barsoum, Fady
1
Baum, Christopher F.
1
Becchetti, Leonardo
1
Beckmann, Joscha
1
Bekierman, Jeremias
1
Ben-David, Nissim
1
Beveridge, Steve
1
Bhar, Ramaprasad
1
Blaskowitz, Oliver Jim
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Applied financial economics
International journal of forecasting
Applied economics
315
Economics letters
208
Economic modelling
191
Applied economics letters
165
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Journal of international money and finance
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of applied econometrics
142
Journal of economic dynamics & control
121
Journal of banking & finance
119
International review of economics & finance : IREF
118
Journal of macroeconomics
117
The review of economics and statistics
107
Journal of empirical finance
99
Journal of monetary economics
95
European economic review : EER
90
Journal of international economics
88
Macroeconomic dynamics
88
Journal of urban economics
85
Journal of financial economics
84
The journal of finance : the journal of the American Finance Association
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The American economic review
77
Journal of forecasting
74
Journal of money, credit and banking : JMCB
74
Energy economics
73
The economic journal : the journal of the Royal Economic Society
73
Econometric reviews
72
American journal of agricultural economics
70
The Canadian journal of economics
70
Finance research letters
69
The European journal of finance
68
International journal of finance & economics : IJFE
65
International review of financial analysis
61
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
56
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ECONIS (ZBW)
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
5
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
6
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
7
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
Saved in:
8
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
9
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
10
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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