//--> //--> //--> //-->
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:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
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 model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Forecasting model
225
Prognoseverfahren
225
Theorie
120
Theory
120
Time series analysis
89
Zeitreihenanalyse
89
Volatility
38
Volatilität
38
Capital income
32
Kapitaleinkommen
32
Estimation theory
29
Schätztheorie
29
Estimation
27
Schätzung
27
Bayes-Statistik
24
Bayesian inference
24
Share price
23
Forecast
21
Prognose
20
State space model
20
Zustandsraummodell
20
ARCH model
16
ARCH-Modell
16
Portfolio selection
15
Portfolio-Management
15
Stochastic process
13
Stochastischer Prozess
13
Forecasting
12
Aggregation
11
Australia
11
Australien
11
Probability theory
11
Statistical distribution
11
Statistische Verteilung
11
Wahrscheinlichkeitsrechnung
11
Risikomaß
10
Risk measure
10
VAR model
10
VAR-Modell
10
more ...
less ...
Online availability
All
Undetermined
13
Free
10
Type of publication
All
Article
17
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
23
Author
All
Gao, Jiti
3
Cheng, Tingting
2
Linton, Oliver
2
Anderson, Heather M.
1
Antonov, Anton
1
Ap Gwilym, Owain
1
Athanasopoulos, George
1
Beare, Brendan K.
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
Cai, Biqing
1
Chen, May-Ru
1
Chen, Shun
1
Chow, K. Victor
1
Cont, Rama
1
Creamer Guillén, Germán
1
Cucuringu, Mihai
1
Demirer, Rıza
1
Demos, Guilherme
1
Ding, Wenjie
1
Dossani, Asad
1
Fabozzi, Frank J.
1
Ge, Lei
1
Geyer-Schulz, Andreas
1
Guo, Meihui
1
Gupta, Rangan
1
Hizmeri, Rodrigo
1
Houlihan, Patrick
1
Huang, Shih-Feng
1
Hult, Henrik
1
Hultin, Hanna
1
Huptas, Roman
1
Hyndman, Rob J.
1
Izumi, Kiyoshi
1
Izzeldin, Marwan
1
Jakubik, Johannes
1
John, Kose
1
Li, Jingrui
1
Lillo, Fabrizio
1
Liu, Fei
1
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Quantitative finance
Finance research letters
78
International review of financial analysis
63
Journal of forecasting
60
Journal of banking & finance
54
Journal of empirical finance
51
International review of economics & finance : IREF
45
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of forecasting
36
Applied economics
35
Pacific-Basin finance journal
32
Economic modelling
30
Journal of econometrics
25
Energy economics
24
Journal of international financial markets, institutions & money
24
NBER working paper series
24
Department of Economics working paper series
23
Research in international business and finance
23
The European journal of finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics letters
20
Computational economics
20
Financial innovation : FIN
20
Journal of financial markets
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
International journal of finance & economics : IJFE
18
Discussion paper / Tinbergen Institute
17
Journal of risk and financial management : JRFM
17
Review of quantitative finance and accounting
17
Economics letters
16
The journal of futures markets
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Journal of economic dynamics & control
15
The review of financial studies
15
Applied financial economics
14
Emerging markets, finance and trade : EMFT
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
2
Cross-impact of order flow imbalance in equity markets
Cont, Rama
;
Cucuringu, Mihai
;
Zhang, Chao
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1373-1393
Persistent link: https://www.econbiz.de/10014419165
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
5
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
6
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, Johannes
;
Nazemi, Abdolreza
;
Geyer-Schulz, Andreas
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 335-349
Persistent link: https://www.econbiz.de/10014232648
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
9
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
10
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->