//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Forecasting method"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Forecasting model
482
Prognoseverfahren
482
Theory
187
Capital income
141
Kapitaleinkommen
141
Estimation
140
Schätzung
138
Time series analysis
102
Zeitreihenanalyse
102
Volatility
97
Volatilität
97
Estimation theory
83
Schätztheorie
83
Börsenkurs
79
Share price
79
Forecasting
50
Regression analysis
50
Regressionsanalyse
50
Portfolio selection
42
Portfolio-Management
42
Risikoprämie
38
Risk premium
38
ARCH model
37
ARCH-Modell
37
Bayes-Statistik
37
Bayesian inference
37
Forecast
37
Prognose
36
CAPM
34
Return predictability
34
Statistical distribution
33
Statistische Verteilung
33
USA
30
United States
30
Aktienmarkt
28
Stock market
28
Statistical test
26
Statistischer Test
26
VAR model
26
more ...
less ...
Online availability
All
Undetermined
97
Type of publication
All
Article
184
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
185
Aufsatz in Zeitschrift
185
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Konferenzschrift
1
more ...
less ...
Language
All
English
187
Author
All
Swanson, Norman R.
7
Patton, Andrew J.
6
Diebold, Francis X.
5
Timmermann, Allan
5
Elliott, Graham
4
Koop, Gary
4
Schorfheide, Frank
4
Corradi, Valentina
3
Dijk, Herman K. van
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hallin, Marc
3
Korobilis, Dimitris
3
Pettenuzzo, Davide
3
West, Kenneth D.
3
Zhang, Xinyu
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Carriero, Andrea
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Fan, Jianqing
2
Geweke, John
2
Gonzalo, Jesús
2
Granger, C. W. J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jin, Xin
2
Koo, Bonsoo
2
Li, Junye
2
Liao, Yuan
2
Linton, Oliver
2
Liu, Xiaochun
2
Maheu, John M.
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
McNeil, Alexander J.
2
Ng, Serena
2
Pesaran, M. Hashem
2
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of banking & finance
Journal of econometrics
International journal of forecasting
679
Journal of forecasting
434
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
European journal of operational research : EJOR
110
Discussion paper / Tinbergen Institute
89
NBER Working Paper
89
NBER working paper series
88
Discussion paper / Centre for Economic Policy Research
87
Working paper / National Bureau of Economic Research, Inc.
86
Computational economics
85
Economic modelling
79
Economics letters
79
Applied economics
75
Technological forecasting & social change : an international journal
75
Energy economics
73
Journal of empirical finance
73
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Working paper
66
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Journal of applied econometrics
64
Risks : open access journal
64
Applied economics letters
63
Finance research letters
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
CESifo working papers
52
International journal of production economics
52
The European journal of finance
50
Journal of economic dynamics & control
49
Quantitative finance
48
CREATES research paper
46
Insurance / Mathematics & economics
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
International review of financial analysis
43
The North American journal of economics and finance : a journal of financial economics studies
43
International journal of production research
41
Econometric reviews
39
more ...
less ...
Source
All
ECONIS (ZBW)
187
Showing
31
-
40
of
187
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
32
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
33
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
34
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
35
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
36
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
37
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
38
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
39
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
40
Election uncertainty, economic policy uncertainty and financial market uncertainty : a prediction market analysis
Goodell, John W.
;
McGee, Richard J.
;
McGroarty, Frank
- In:
Journal of banking & finance
110
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012225014
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->