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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Portfolio-Management
USA
Forecasting model
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Prognoseverfahren
126
Volatility
124
Volatilität
124
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113
Regressionsanalyse
113
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103
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103
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91
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87
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80
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71
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Article
237
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2
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Article in journal
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239
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4
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English
239
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Diebold, Francis X.
7
Koop, Gary
7
Patton, Andrew J.
6
Swanson, Norman R.
6
Timmermann, Allan
5
Aït-Sahalia, Yacine
4
Fan, Jianqing
4
Linton, Oliver
4
Schorfheide, Frank
4
Chen, Xiaohong
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Geweke, John
3
Giacomini, Raffaella
3
Hallin, Marc
3
Inoue, Atsushi
3
Korobilis, Dimitris
3
Liao, Yuan
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Steel, Mark F. J.
3
West, Kenneth D.
3
Whang, Yoon-jae
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Arvanitis, Stelios
2
Atkinson, Scott Estes
2
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Canova, Fabio
2
Carriero, Andrea
2
Chen, Rong
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Dufour, Jean-Marie
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Fulop, Andras
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
International journal of forecasting
696
European journal of operational research : EJOR
686
Journal of forecasting
452
Journal of banking & finance
405
Insurance / Mathematics & economics
340
Economics letters
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
The American economic review
314
The review of financial studies
303
Journal of economic dynamics & control
301
The journal of finance : the journal of the American Finance Association
288
Applied economics
276
Computers & operations research : and their applications to problems of world concern ; an international journal
266
The review of economics and statistics
247
Journal of financial economics
244
American journal of agricultural economics
241
Finance research letters
219
Journal of monetary economics
214
Management science : journal of the Institute for Operations Research and the Management Sciences
211
Economic modelling
210
Journal of political economy
192
Applied economics letters
189
International journal of production research
189
Journal of empirical finance
175
International journal of theoretical and applied finance
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
166
Computational economics
165
Journal of money, credit and banking : JMCB
162
Risks : open access journal
160
Quantitative finance
157
Finance and stochastics
155
Journal of applied econometrics
153
International journal of production economics
151
Southern economic journal
147
Economic inquiry : journal of the Western Economic Association International
144
Energy economics
143
The journal of futures markets
142
Journal of economic behavior & organization : JEBO
140
International economic review
139
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ECONIS (ZBW)
239
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1
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
2
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
3
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
4
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
5
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
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