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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Franses, Philip Hans"
~subject:"Forecasting model"
~subject:"Volatilität"
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Deutschland
Forecasting model
Volatilität
Theorie
94
Theory
94
Time series analysis
52
Zeitreihenanalyse
52
Prognoseverfahren
32
Saisonale Schwankungen
26
Seasonal variations
26
USA
13
United States
13
Estimation theory
12
Schätztheorie
12
Estimation
10
Schätzung
10
Autocorrelation
7
Autokorrelation
7
Netherlands
6
Niederlande
6
Business cycle
5
Cointegration
5
Experten
5
Experts
5
Großbritannien
5
Inflation
5
Kointegration
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Konjunktur
5
Modellierung
5
Scientific modelling
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Statistical test
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Statistischer Test
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United Kingdom
5
Arbeitslosigkeit
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Forecast
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Nichtlineare Regression
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Nonlinear regression
4
Prognose
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Volatility
4
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Article
35
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Article in journal
Arbeitspapier
44
Working Paper
44
Aufsatz in Zeitschrift
36
Graue Literatur
36
Non-commercial literature
36
Lehrbuch
3
Rezension
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English
36
Author
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Franses, Philip Hans
Gupta, Rangan
50
Clements, Michael P.
38
Timmermann, Allan
33
Pierdzioch, Christian
31
Diebold, Francis X.
30
Petropoulos, Fotios
28
Bollerslev, Tim
26
McAleer, Michael
26
Marcellino, Massimiliano
25
Wang, Yudong
24
Makridakis, Spyros G.
23
Moosa, Imad A.
23
Hyndman, Rob J.
22
Swanson, Norman R.
22
Hendry, David F.
21
Koopman, Siem Jan
21
Herwartz, Helmut
20
Clark, Todd E.
18
Assimakopoulos, V.
17
Fildes, Robert
17
Koop, Gary
17
Kourentzes, Nikolaos
17
MacDonald, Ronald
17
Armstrong, Jon Scott
16
Asai, Manabu
16
Babai, M. Zied
16
Caporale, Guglielmo Maria
16
Ghysels, Eric
16
Taylor, James W.
16
Wohar, Mark E.
16
Andersen, Torben
15
Karathanasopoulos, Andreas
15
Shi, Yanlin
15
Spiliotis, Evangelos
15
Dijk, Dick van
14
Fabozzi, Frank J.
14
Granger, C. W. J.
14
Härdle, Wolfgang
14
Ravazzolo, Francesco
14
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Published in...
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International journal of forecasting
8
Journal of forecasting
7
Journal of applied econometrics
3
Technological forecasting & social change : an international journal
2
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Journal of the Operational Research Society : OR
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
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ECONIS (ZBW)
36
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1
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10
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36
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1
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
4
Simple Bayesian forecast combination
Franses, Philip Hans
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012643023
Saved in:
5
Exploiting spillovers to forecast crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
Saved in:
6
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
Saved in:
7
A note on the Mean Absolute Scaled Error
Franses, Philip Hans
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10011596434
Saved in:
8
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
9
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
Saved in:
10
Evaluating CPB's forecasts
Franses, Philip Hans
- In:
De economist : Netherlands economic review ; quarterly …
162
(
2014
)
3
,
pp. 215-221
Persistent link: https://www.econbiz.de/10010529612
Saved in:
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