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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
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Deutschland
Forecasting model
Theorie
1,104
Theory
1,104
Prognoseverfahren
725
Time series analysis
323
Zeitreihenanalyse
323
Portfolio selection
140
Portfolio-Management
140
Volatility
119
Volatilität
119
Estimation
118
Schätzung
118
Forecast
113
Prognose
112
Capital income
84
Kapitaleinkommen
84
Bayes-Statistik
74
Bayesian inference
74
Statistical distribution
71
Statistische Verteilung
71
Stochastic process
69
Stochastischer Prozess
69
Economic forecast
65
Risikomaß
65
Risk measure
65
Wirtschaftsprognose
65
ARCH model
59
ARCH-Modell
59
Börsenkurs
59
Forecasting
59
Share price
59
Frühindikator
53
Leading indicator
53
Neural networks
49
Neuronale Netze
49
Regression analysis
49
Risk
49
Regressionsanalyse
47
Risiko
47
Probability theory
45
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Undetermined
406
Free
5
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Article
723
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4
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Article in journal
Aufsatz in Zeitschrift
727
Collection of articles of several authors
12
Sammelwerk
12
Systematic review
5
Übersichtsarbeit
5
Interview
2
Bibliografie enthalten
1
Bibliography included
1
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1
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English
727
Author
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Makridakis, Spyros G.
19
Hyndman, Rob J.
12
Armstrong, Jon Scott
9
Assimakopoulos, V.
9
Clements, Michael P.
9
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Franses, Philip Hans
8
Koopman, Siem Jan
8
Önkal, Dilek
8
Fildes, Robert
7
Hendry, David F.
7
Ord, John Keith
7
Petropoulos, Fotios
7
Taylor, James W.
7
Timmermann, Allan
7
Collopy, Frederick Lynch
6
Goodwin, Paul
6
Koehler, Anne B.
6
Thomakos, Dimitrios D.
6
Harvey, Nigel
5
Kang, Yanfei
5
Reade, J. James
5
Ruiz, Esther
5
Snyder, Ralph D.
5
Weron, Rafał
5
Willemain, Thomas R.
5
Athanasopoulos, George
4
Dijk, Dick van
4
Foroni, Claudia
4
Gerlach, Richard
4
González-Rivera, Gloria
4
Gooijer, Jan G. de
4
Goude, Yannig
4
Granger, C. W. J.
4
Guerard, John Baynard
4
Herwartz, Helmut
4
Kolassa, Stephan
4
Lawrence, Michael J.
4
Li, Feng
4
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Institution
All
Forecasting Financial Markets Conference <23.>
1
Published in...
All
International journal of forecasting
Quantitative finance
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Journal of econometrics
132
European journal of operational research : EJOR
113
Applied economics
98
Economic modelling
93
Economics letters
93
Computational economics
86
Energy economics
85
Journal of empirical finance
78
Technological forecasting & social change : an international journal
78
Journal of applied econometrics
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics letters
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of international money and finance
66
Journal of banking & finance
65
Risks : open access journal
64
Finance research letters
63
Journal of economic dynamics & control
57
Jahrbücher für Nationalökonomie und Statistik
56
The European journal of finance
55
International journal of production economics
53
Insurance / Mathematics & economics
47
Journal of business economics : JBE
46
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
46
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of production research
42
International review of economics & finance : IREF
42
Econometric reviews
41
Journal of financial economics
39
Journal of risk and financial management : JRFM
36
The review of economics and statistics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Journal of business research : JBR
34
Journal of economic behavior & organization : JEBO
34
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
34
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ECONIS (ZBW)
727
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1
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10
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727
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1
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:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
4
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
5
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
6
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
7
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:
8
Wind energy forecasting with missing values within a fully conditional specification framework
Wen, Honglin
;
Pinson, Pierre
;
Gu, Jie
;
Jin, Zhijian
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 77-95
Persistent link: https://www.econbiz.de/10014450260
Saved in:
9
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:
10
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts
Akgun, Oguzhan
;
Pirotte, Alain
;
Urga, Giovanni
;
Yang, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 202-228
Persistent link: https://www.econbiz.de/10014450267
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