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subject:"USA"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~isPartOf:"European journal of operational research : EJOR"
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USA
Prognoseverfahren
Estimation theory
257
Schätztheorie
257
Estimation
40
Schätzung
39
Regression analysis
33
Regressionsanalyse
33
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Technical efficiency
32
Technische Effizienz
32
Time series analysis
29
Zeitreihenanalyse
29
Production function
28
Produktionsfunktion
28
Portfolio selection
27
Portfolio-Management
27
Mathematical programming
25
Mathematische Optimierung
25
Volatility
25
Volatilität
25
Data envelopment analysis
22
Data-Envelopment-Analyse
22
Forecasting model
22
Stochastic process
22
Stochastischer Prozess
22
Capital income
21
Kapitaleinkommen
21
Simulation
20
Statistical distribution
20
Statistische Verteilung
20
Robust statistics
19
Robustes Verfahren
19
Theorie
18
Theory
18
ARCH model
15
ARCH-Modell
15
Least squares method
14
Bayes-Statistik
13
Bayesian inference
13
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11
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1
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Article
26
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3
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Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
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English
29
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Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Adcock, C. J.
1
Amihud, Yakov
1
Bauwens, Luc
1
Beasley, John E.
1
Bekaert, Geert
1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Chun, Young H.
1
Crook, Jonathan N.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Granger, C. W. J.
1
Hong, Jungsik
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Kim, Taegu
1
Koo, Hoonyoung
1
Lee, Yong Woong
1
Lee, Yun Shin
1
Leow, Mindy
1
Leung, Pui-lam
1
Liao, Yin
1
Liu, Xiaoyu
1
MacDonald, Ronald
1
Meade, Nigel
1
Meng, Xiaochun
1
Ng, Hon-yip
1
Papailias, Fotis
1
Petropoulos, Fotios
1
Power, David M.
1
Ren, Yu
1
Rösch, Daniel
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Journal of empirical finance
European journal of operational research : EJOR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
International journal of forecasting
116
Journal of econometrics
106
Journal of forecasting
73
The review of economics and statistics
45
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics
20
American journal of agricultural economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CREATES research paper
17
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
16
The econometrics journal
16
Discussion paper
15
Discussion paper series / IZA
15
Econometric reviews
15
Econometric theory
15
NBER working paper series
15
Oxford bulletin of economics and statistics
15
The journal of futures markets
15
Working paper
15
Journal of macroeconomics
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Discussion paper / Centre for Economic Policy Research
13
Technical working paper / National Bureau of Economic Research
13
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Rutgers University, Department of Economics
12
Applied economics letters
11
CESifo working papers
11
Discussion papers / CEPR
11
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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
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
3
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
4
Model averaging for interval-valued data
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
Saved in:
5
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:
6
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:
7
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
8
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
9
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:
10
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
11
The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 457-464
Persistent link: https://www.econbiz.de/10011436709
Saved in:
12
Easy, reliable method for mid-term demand forecasting based on the Bass model : a hybrid approach of NLS and OLS
Hong, Jungsik
;
Koo, Hoonyoung
;
Kim, Taegu
- In:
European journal of operational research : EJOR
248
(
2016
)
2
,
pp. 681-690
Persistent link: https://www.econbiz.de/10011409746
Saved in:
13
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:
14
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:
15
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:
16
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:
17
A semi-parametric approach for estimating critical fractiles under autocorrelated demand
Lee, Yun Shin
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 163-173
Persistent link: https://www.econbiz.de/10010247342
Saved in:
18
Monte Carlo analysis of estimation methods for the prediction of customer response patterns in direct marketing
Chun, Young H.
- In:
European journal of operational research : EJOR
217
(
2012
)
3
,
pp. 673-678
Persistent link: https://www.econbiz.de/10009419030
Saved in:
19
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam
;
Ng, Hon-yip
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
Saved in:
20
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:
21
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
22
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
23
Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
Saved in:
24
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
25
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
26
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
27
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
28
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
29
Stock prices, dividends and retention : long-run relationships and short-run dynamics
MacDonald, Ronald
- In:
Journal of empirical finance
2
(
1995
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001183230
Saved in:
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