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subject:"Welt"
type:"article"
~isPartOf:"International journal of forecasting"
~subject:"Risikomaß"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Welt
Risikomaß
Time series analysis
Theorie
815
Theory
815
Forecasting model
674
Prognoseverfahren
674
Zeitreihenanalyse
303
Forecast
109
Prognose
108
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87
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87
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73
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36
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346
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Makridakis, Spyros G.
11
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Koopman, Siem Jan
6
Franses, Philip Hans
5
Koehler, Anne B.
5
Marcellino, Massimiliano
5
Petropoulos, Fotios
5
Griggs, Kenneth
4
Harvey, Nigel
4
Hendry, David F.
4
Kang, Yanfei
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Proietti, Tommaso
4
Ruiz, Esther
4
Armstrong, Jon Scott
3
Athanasopoulos, George
3
Bergmeir, Christoph
3
Clements, Michael P.
3
Collopy, Frederick Lynch
3
Dijk, Dick van
3
Foroni, Claudia
3
Fuertes, Ana María
3
Gaba, Anil
3
González-Rivera, Gloria
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Hecq, Alain W. J.
3
Kourentzes, Nikolaos
3
Lucas, André
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Pedregal, Diego J.
3
Peña, Daniel
3
Pinson, Pierre
3
Remus, William E.
3
Smith, Michael S.
3
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International journal of forecasting
Economics letters
359
Journal of econometrics
336
Journal of forecasting
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Economic modelling
212
Insurance / Mathematics & economics
196
Econometric theory
193
Applied economics
184
Journal of banking & finance
158
European journal of operational research : EJOR
139
Journal of international money and finance
137
Journal of international economics
133
Econometric reviews
132
Applied economics letters
123
Energy economics
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Journal of applied econometrics
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of economic dynamics & control
103
Risks : open access journal
97
Journal of empirical finance
96
Computational economics
91
Finance research letters
82
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
European economic review : EER
78
International review of economics & finance : IREF
77
Journal of macroeconomics
75
Journal of monetary economics
66
The review of economics and statistics
65
Journal of risk and financial management : JRFM
63
International review of financial analysis
61
Macroeconomic dynamics
60
Oxford bulletin of economics and statistics
57
Journal of economic literature
55
Quantitative finance
55
Open economies review
53
The econometrics journal
53
The economic journal : the journal of the Royal Economic Society
53
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ECONIS (ZBW)
346
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346
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
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:
3
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:
4
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:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
7
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
8
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
9
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
Saved in:
10
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
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