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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~subject:"Portfolio selection"
~subject:"Schätzung"
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Capital income
Zeitreihenanalyse
Portfolio selection
Schätzung
Theorie
826
Theory
826
Forecasting model
679
Prognoseverfahren
679
Time series analysis
303
Forecast
112
Prognose
111
Estimation
87
Volatility
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Volatilität
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Makridakis, Spyros G.
10
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Hendry, David F.
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
Timmermann, Allan
6
Franses, Philip Hans
5
Koehler, Anne B.
5
Petropoulos, Fotios
5
Dijk, Dick van
4
Foroni, Claudia
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kang, Yanfei
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Peña, Daniel
4
Proietti, Tommaso
4
Thomakos, Dimitrios D.
4
Athanasopoulos, George
3
Bergmeir, Christoph
3
Clements, Michael P.
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Hecq, Alain W. J.
3
Kourentzes, Nikolaos
3
Lucas, André
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Pedregal, Diego J.
3
Pinson, Pierre
3
Reade, J. James
3
Remus, William E.
3
Rua, António
3
Ruiz, Esther
3
Smith, Michael S.
3
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
909
NBER working paper series
857
NBER Working Paper
759
Economics letters
557
Discussion paper / Centre for Economic Policy Research
509
Journal of econometrics
484
Applied economics
462
Journal of banking & finance
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
386
Journal of economic dynamics & control
358
Economic modelling
346
European journal of operational research : EJOR
344
Discussion paper / Tinbergen Institute
326
CESifo working papers
319
Insurance / Mathematics & economics
314
Working paper
297
Journal of forecasting
296
Discussion paper series / IZA
294
Finance research letters
270
Applied economics letters
265
The journal of finance : the journal of the American Finance Association
247
Journal of empirical finance
240
Journal of financial economics
240
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Journal of applied econometrics
220
Journal of international money and finance
209
Econometric theory
206
International review of economics & finance : IREF
200
Discussion paper
197
The review of financial studies
195
Europäische Hochschulschriften / 5
194
Econometric reviews
189
SpringerLink / Bücher
184
Management science : journal of the Institute for Operations Research and the Management Sciences
179
International journal of theoretical and applied finance
177
The European journal of finance
175
Discussion papers / CEPR
169
Research paper series / Swiss Finance Institute
166
International review of financial analysis
164
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ECONIS (ZBW)
372
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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
Saved in:
3
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
4
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
5
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:
6
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
7
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
8
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
Saved in:
9
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
10
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
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