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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~person:"Härdle, Wolfgang"
~person:"Lucas, André"
~subject:"Schätzung"
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Capital income
Zeitreihenanalyse
Schätzung
Theorie
4
Theory
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Forecasting model
3
Prognoseverfahren
3
Time series analysis
3
Bayes-Statistik
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Härdle, Wolfgang
Lucas, André
Hyndman, Rob J.
11
Makridakis, Spyros G.
10
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Timmermann, Allan
7
Hendry, David F.
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
Athanasopoulos, George
5
Franses, Philip Hans
5
Koehler, Anne B.
5
Petropoulos, Fotios
5
Dijk, Dick van
4
Foroni, Claudia
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kang, Yanfei
4
Kourentzes, Nikolaos
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Peña, Daniel
4
Proietti, Tommaso
4
Thomakos, Dimitrios D.
4
Bergmeir, Christoph
3
Clements, Michael P.
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Goude, Yannig
3
Hecq, Alain W. J.
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Pedregal, Diego J.
3
Pinson, Pierre
3
Reade, J. James
3
Remus, William E.
3
Rua, António
3
Ruiz, Esther
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International journal of forecasting
SFB 649 discussion paper
40
Discussion paper / Tinbergen Institute
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion papers of interdisciplinary research project 373
7
Universitext
7
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
CORE discussion paper : DP
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Sveriges Riksbank working paper series
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Bank strategies and challenges in the new Europe
1
CFS working paper series
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Contributions to statistics
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
DNB working paper
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric reviews
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Econometric theory
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Global COE Hi-Stat discussion paper series
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Quantitative finance
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
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ECONIS (ZBW)
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
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