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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"International journal of forecasting"
~subject:"Statistical distribution"
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Finanzanalyse
Forecasting model
Statistical distribution
Estimation
179
Schätzung
179
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatility
46
Volatilität
46
Capital income
32
Kapitaleinkommen
32
Economic forecast
27
Wirtschaftsprognose
27
ARCH model
25
ARCH-Modell
25
Factor analysis
22
Faktorenanalyse
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Forecast
22
Estimation theory
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Prognose
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Schätztheorie
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Bayes-Statistik
20
Bayesian inference
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Frühindikator
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Leading indicator
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Exchange rate
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Forecasting
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Regressionsanalyse
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United States
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156
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
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Lahiri, Kajal
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Lucas, André
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1
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International journal of forecasting
Journal of forecasting
109
Applied economics
98
Finance research letters
97
Journal of banking & finance
91
Journal of econometrics
89
International review of financial analysis
75
Journal of empirical finance
73
Economic modelling
72
Applied economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
International review of economics & finance : IREF
65
Discussion paper / Centre for Economic Policy Research
63
Journal of financial economics
63
Working paper / National Bureau of Economic Research, Inc.
63
Energy economics
58
Working paper
58
NBER Working Paper
57
Economics letters
56
NBER working paper series
55
The North American journal of economics and finance : a journal of financial economics studies
53
CESifo working papers
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Discussion paper / Tinbergen Institute
45
The European journal of finance
40
The journal of futures markets
39
Journal of international money and finance
38
Finance and economics discussion series
37
Applied financial economics
36
Pacific-Basin finance journal
36
Journal of applied econometrics
35
Journal of international financial markets, institutions & money
35
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Discussion papers / CEPR
29
Discussion paper / Deutsche Bundesbank
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Econometric reviews
26
Journal of risk and financial management : JRFM
26
Research in international business and finance
26
Working paper series / European Central Bank
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ECONIS (ZBW)
156
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21
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
22
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
23
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
24
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
25
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
26
The Kernel trick for nonlinear factor modeling
Kutateladze, Varlam
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 165-177
Persistent link: https://www.econbiz.de/10013347745
Saved in:
27
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
28
Data snooping in equity premium prediction
Dichtl, Hubert
;
Drobetz, Wolfgang
;
Neuhierl, Andreas
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 72-94
Persistent link: https://www.econbiz.de/10012692602
Saved in:
29
Expert forecasting with and without uncertainty quantification and weighting : What do the data say?
Cooke, Roger M.
;
Marti, Deniz
;
Mazzuchi, Thomas
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 378-387
Persistent link: https://www.econbiz.de/10012693076
Saved in:
30
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
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