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subject:"Prognoseverfahren"
isPartOf:"Faculty & research / Insead : working paper series"
~isPartOf:"Journal of empirical finance"
~subject:"Aggregation"
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Prognoseverfahren
Aggregation
Estimation theory
90
Schätztheorie
90
Time series analysis
24
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24
Estimation
23
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23
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Faculty & research / Insead : working paper series
Journal of empirical finance
International journal of forecasting
113
Journal of econometrics
79
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Diverse personalities make for wiser crowds : how personality can affect the accuracy of aggregrated judgments
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2012
-
Rev. vers. of 2011/17/DS/OB
Persistent link: https://www.econbiz.de/10009572878
Saved in:
6
Diverse personalities make for wiser crowds : how personality can affect the accuracy of aggregated judgments
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2011
Persistent link: https://www.econbiz.de/10008901964
Saved in:
7
Do maximizers predict better than satisficers?
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2011
Persistent link: https://www.econbiz.de/10008901966
Saved in:
8
Human judgement is heavy tailed : empirical evidence and implications for the aggregation of estimates and forecasts
Lobo, Miguel Sousa
;
Yao, Dai
-
2010
Persistent link: https://www.econbiz.de/10008807692
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
11
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
12
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
13
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
14
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
15
Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
Saved in:
16
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
17
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
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