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subject:"Prognoseverfahren"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Volatilität
Estimation theory
31
Schätztheorie
31
Forecasting model
22
Time series analysis
11
Zeitreihenanalyse
11
Regression analysis
9
Regressionsanalyse
9
Estimation
7
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forecasting
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An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Baltagi, Badi H.
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
He, Mengxi
1
Heuchenne, Cédric
1
Jiang, He
1
Khapalova, Elena A.
1
Kolly, Jeremy
1
Li, Han
1
Li, Zhenwei
1
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1
Liu, Xiaoquan
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McGroarty, Frank
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Ng, Pin T.
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1
Stokes, Jeffrey R.
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Sun, Xiaoyu
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1
Tiropanis, Thanassis
1
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Journal of forecasting
Journal of econometrics
114
International journal of forecasting
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Discussion paper / Centre for Economic Policy Research
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Economics letters
22
Working paper / National Bureau of Economic Research, Inc.
18
Econometric reviews
17
Finance research letters
17
Quantitative finance
16
Journal of financial econometrics
15
Discussion papers / CEPR
14
Journal of empirical finance
14
SpringerLink / Bücher
14
Econometric theory
13
The econometrics journal
13
Computational economics
11
Economic modelling
11
Insurance / Mathematics & economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of quantitative economics
10
The review of economics and statistics
10
European journal of operational research : EJOR
9
Jahrbücher für Nationalökonomie und Statistik
8
Journal of time series econometrics
8
Journal of banking & finance
7
Journal of mathematical finance
7
Journal of risk
7
Astin bulletin : the journal of the International Actuarial Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of production economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
5
Finance and stochastics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Oxford bulletin of economics and statistics
5
Scandinavian actuarial journal
5
Theoretical economics letters
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ECONIS (ZBW)
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1
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
6
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
7
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
10
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
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