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subject:"Asymmetrische Information"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Asymmetrische Information
Prognoseverfahren
Volatilität
Theorie
151
Theory
151
Forecasting model
63
Time series analysis
60
Zeitreihenanalyse
60
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Bayes-Statistik
21
Bayesian inference
21
Stochastic process
19
Stochastischer Prozess
19
Panel
17
Panel study
17
State space model
17
Zustandsraummodell
17
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Markov chain
12
Markov-Kette
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Estimation
9
Schätzung
9
Volatility
9
Regression analysis
8
Regressionsanalyse
8
Statistical test
8
Statistischer Test
8
Aggregation
7
Statistical distribution
7
Statistische Verteilung
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Cointegration
5
Forecast
5
Forecasting
5
Kointegration
5
Modellierung
5
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Type of publication
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Book / Working Paper
68
Type of publication (narrower categories)
All
Arbeitspapier
68
Working Paper
68
Graue Literatur
65
Non-commercial literature
65
Forschungsbericht
2
Language
All
English
68
Author
All
Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
17
Frazier, David T.
8
Panagiotelis, Anastasios
8
Maneesoonthorn, Worapree
7
Forbes, Catherine Scipione
6
Snyder, Ralph D.
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Beaumont, Adrian
4
Koehler, Anne B.
4
Poskitt, Donald Stephen
4
Ben Taieb, Souhaib
3
Kourentzes, Nikolaos
3
Ord, John Keith
3
Vahid, Farshid
3
Gao, Jiti
2
Harris, David
2
Kang, Yanfei
2
King, Maxwell L.
2
Koo, Bonsoo
2
Montero-Manso, Pablo
2
Seo, Myung Hwan
2
Shu Fan
2
Smith-Miles, Kate
2
Talagala, Thiyanga S.
2
Wickramasuriya, Shanika L.
2
Affan, Mohamed
1
Ahmed, Roman A.
1
Akram, Muhammad
1
Ali, Mohammad M.
1
Anderson, Heather M.
1
Auld, Tom
1
Booth, Heather
1
Covey, Ryan
1
Di Fonzo, Tommaso
1
Donselaar, Karl H. van
1
Eckert, Florian
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
NBER working paper series
348
NBER Working Paper
323
CESifo working papers
163
Discussion paper / Tinbergen Institute
162
Working paper
126
Working paper / National Bureau of Economic Research, Inc.
122
Risks : open access journal
84
SFB 649 discussion paper
76
CREATES research paper
75
Research paper series / Swiss Finance Institute
73
Working papers
71
Journal of risk and financial management : JRFM
69
Discussion paper
68
IMF working papers
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
62
Discussion paper series / IZA
61
Working paper series / European Central Bank
60
CESifo Working Paper Series
59
Finance and economics discussion series
58
Swiss Finance Institute Research Paper
56
ECB Working Paper
49
Federal Reserve Bank of Cleveland working paper series
48
Working papers / Federal Reserve Bank of Philadelphia, Research Department
42
Econometric Institute research papers
41
CFS working paper series
40
Cowles Foundation discussion paper
40
CAMA working paper series
38
Working paper series
38
Cambridge working papers in economics
37
IZA Discussion Paper
36
Econometrics : open access journal
34
Staff reports / Federal Reserve Bank of New York
34
International journal of economics and financial issues : IJEFI
32
Cowles Foundation Discussion Paper
28
Discussion paper series
28
Staff working paper / Bank of Canada
28
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
28
Working papers in economics and statistics
28
FEDS Working Paper
26
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ECONIS (ZBW)
68
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
4
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
5
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
6
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
7
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
8
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzest, Nikolaos
-
2020
Persistent link: https://www.econbiz.de/10012606752
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