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subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
141
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141
Forecasting model
105
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105
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73
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73
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48
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García-Ferrer, Antonio
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Bekiros, Stelios D.
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Bikker, Jacob A.
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Gabler Edition Wissenschaft
Journal of forecasting
Journal of econometrics
115
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98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
75
International journal of forecasting
74
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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:
2
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
3
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
4
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
5
A model sufficiency test using permutation entropy
Huang, Xin
;
Shang, Han Lin
;
Pitt, David C.
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
Saved in:
6
Integrating quarterly data into a dynamic factor model of US monthly GDP
Vlavonou, Firmin
;
Gordon, Stephen F.
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10011860413
Saved in:
7
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
8
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
9
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
10
Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 206-216
Persistent link: https://www.econbiz.de/10011580266
Saved in:
11
Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
Saved in:
12
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe
;
Kourogenis, Nikolaos
;
Pittis, Nikitas
; …
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
Saved in:
13
The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting
;
Vincent, Kendro
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 504-527
Persistent link: https://www.econbiz.de/10011594746
Saved in:
14
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
15
Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
Saved in:
16
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
17
Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
Saved in:
18
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
19
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
20
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
21
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
22
Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Wohlrabe, Klaus
;
Buchen, Teresa
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010424821
Saved in:
23
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
24
Monthly employment indicators of the euro area and larger member states : real-time analysis of indirect estimates
Moauro, Filippo
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 339-349
Persistent link: https://www.econbiz.de/10010425640
Saved in:
25
The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
Saved in:
26
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
27
Is forecasting with large models informative? : assessing the role of judgement in macroeconomic forecasts
Mestre, Ricardo
;
McAdam, Peter
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009233888
Saved in:
28
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro
;
Kunst, Robert M.
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 579-596
Persistent link: https://www.econbiz.de/10009354698
Saved in:
29
On estimating contemporaneous quarterly regional GDP
Pavía-Miralles, Jose Manuel
;
Cabrer-Borrás, Bernardí
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003454462
Saved in:
30
Estimating and forecasting the long-memory parameter in the presence of periodicity
Bisognin, C.
;
Lopes, Silvia R. C.
- In:
Journal of forecasting
26
(
2007
)
6
,
pp. 405 - 427
Persistent link: https://www.econbiz.de/10003542043
Saved in:
31
Forecasting nonlinear time series with feed-forward neural networks : a case study of Canadian Lynx data
Kajitani, Yoshio
;
Hipel, Keith W.
;
MacLeod, A. I.
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 105-117
Persistent link: https://www.econbiz.de/10002674324
Saved in:
32
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
33
Forecasting trend output in the Euro area
Schumacher, Christian
- In:
Journal of forecasting
21
(
2002
)
8
,
pp. 543-558
Persistent link: https://www.econbiz.de/10001723953
Saved in:
34
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
35
Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent
;
Guégan, Dominique
- In:
Journal of forecasting
20
(
2001
)
8
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
Saved in:
36
Disaggregation of annual flow data with multiplicative trends
Gudmunsson, Gudmundur
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001363646
Saved in:
37
Forecasting with latent structure time series models : an application to nominal interest rates
Iyer, Sridhar
;
Andrews, Rick L.
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 395-409
Persistent link: https://www.econbiz.de/10001493575
Saved in:
38
Forecasting of curves using a Kohonen classification
Cottrell, Marie
;
Girard, Bernard
;
Rousset, Patrick
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 429-439
Persistent link: https://www.econbiz.de/10001363230
Saved in:
39
Non-linearity and exchange rates
Fernandes, Marcelo
- In:
Journal of forecasting
17
(
1998
)
7
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001363622
Saved in:
40
The role of prices in models of innovation diffusion
Bottomley, Paul A.
;
Fildes, Robert
- In:
Journal of forecasting
17
(
1998
)
7
,
pp. 539-555
Persistent link: https://www.econbiz.de/10001363630
Saved in:
41
Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian VAR models
Bikker, Jacob A.
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 147-165
Persistent link: https://www.econbiz.de/10001244490
Saved in:
42
Forecasting with money demand functions : the UK case
García-Ferrer, Antonio
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001244491
Saved in:
43
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Saved in:
44
Univariate forecasting comparisons : the case of the Spanish automobile industry
García-Ferrer, Antonio
- In:
Journal of forecasting
16
(
1997
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001215423
Saved in:
45
Structural time-series modelling of monetary aggregates : a case study for eleven European countries
Winder, Carlo C. A.
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 97-123
Persistent link: https://www.econbiz.de/10001216403
Saved in:
46
Forecasting and analyzing economic activity with coincident and leading indexes : the case of Connecticut
Dua, Pami
- In:
Journal of forecasting
15
(
1996
)
7
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001216511
Saved in:
47
Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N.
- In:
Journal of forecasting
13
(
1994
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
Saved in:
48
Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt
- In:
Journal of forecasting
13
(
1994
)
6
,
pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
Saved in:
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