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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~person:"Hyndman, Rob J."
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Anlageverhalten
Portfolio-Management
Prognoseverfahren
Theorie
49
Theory
49
Forecasting model
33
Time series analysis
28
Zeitreihenanalyse
28
Forecast
6
Prognose
6
Aggregation
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Australien
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Hyndman, Rob J.
Marcellino, Massimiliano
53
Timmermann, Allan
47
Diebold, Francis X.
46
Clark, Todd E.
45
Härdle, Wolfgang
44
Franses, Philip Hans
42
Pesaran, M. Hashem
42
Platen, Eckhard
33
Uppal, Raman
31
Dijk, Herman K. van
28
Kilian, Lutz
28
Lucas, André
27
Giannone, Domenico
26
McCracken, Michael W.
26
Ravazzolo, Francesco
26
Weber, Martin
24
Campbell, John Y.
23
Maurer, Raimond
23
Koop, Gary
22
Rossi, Barbara
22
Scaillet, Olivier
22
Athanasopoulos, George
21
Gollier, Christian
21
Koopman, Siem Jan
21
Swanson, Norman R.
20
Van Wincoop, Eric
20
Bacchetta, Philippe
19
Dijk, Dick van
19
Lux, Thomas
19
Schenk-Hoppé, Klaus Reiner
19
Sornette, Didier
19
He, Xue-zhong
18
Başak, Suleyman
17
Carriero, Andrea
17
Giacomini, Raffaella
17
Guidolin, Massimo
17
Hens, Thorsten
17
McAleer, Michael
17
Bollerslev, Tim
16
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Working paper / Department of Econometrics and Business Statistics, Monash University
30
Discussion paper / Tinbergen Institute
1
KOF working papers
1
WIFO working papers
1
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ECONIS (ZBW)
33
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Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Forecast reconciliation : a geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012608337
Saved in:
4
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
5
Forecasting for Social Good
Rostami-Tabar, Bahman
;
Ali, Mohammad M.
;
Tao, Hong
; …
-
2020
Persistent link: https://www.econbiz.de/10012610848
Saved in:
6
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
7
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
;
Liu, Fei
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10012610903
Saved in:
8
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
9
Forecast reconciliation : a geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2019
Persistent link: https://www.econbiz.de/10012598828
Saved in:
10
Anomaly detection in high dimensional data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012598856
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