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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
1,659
Schätztheorie
1,659
Theorie
366
Theory
366
Nichtparametrisches Verfahren
317
Nonparametric statistics
317
Time series analysis
317
Zeitreihenanalyse
317
Regression analysis
266
Regressionsanalyse
266
Estimation
229
Schätzung
225
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
131
Volatilität
131
Method of moments
99
Momentenmethode
98
Prognoseverfahren
90
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
79
Autokorrelation
79
Bootstrap approach
72
Bootstrap-Verfahren
72
Statistical distribution
70
Statistische Verteilung
70
Stochastic process
69
Stochastischer Prozess
69
Instrumental variables
68
Cointegration
65
Kointegration
64
Causality analysis
59
Kausalanalyse
59
Modellierung
58
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Online availability
All
Undetermined
63
Free
2
Type of publication
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Article
94
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
94
Conference paper
3
Konferenzbeitrag
3
Language
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English
94
Author
All
Lee, Ji Hyung
5
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Andersen, Torben
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Koopman, Siem Jan
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Tsiotas, Georgios
2
Athanasopoulos, George
1
Badescu, Andrei L.
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bansal, Ravi
1
Bauwens, Luc
1
Bennedsen, Mikkel
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Caccioli, Fabio
1
Canabarro, Askery
1
Chatterjee, Rupak
1
Chen, Haiqiang
1
Chen, May-Ru
1
Cheng, Xu
1
Chevillon, Guillaume
1
Chi, Xie
1
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Published in...
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Astin bulletin : the journal of the International Actuarial Association
Journal of econometrics
Quantitative finance
International journal of forecasting
114
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Insurance / Mathematics & economics
12
The econometrics journal
12
Econometric reviews
11
Journal of empirical finance
11
Applied economics
10
Economic modelling
10
Finance research letters
10
Oxford bulletin of economics and statistics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Computational economics
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Jahrbücher für Nationalökonomie und Statistik
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Econometrics : open access journal
6
Journal of international money and finance
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Financial innovation : FIN
5
Journal of financial economics
5
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ECONIS (ZBW)
94
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94
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1
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:
2
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
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