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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Risikomaß
Time series analysis
Estimation theory
159
Schätztheorie
159
Prognoseverfahren
80
Zeitreihenanalyse
64
Theorie
45
Theory
45
Estimation
30
Schätzung
30
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25
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25
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Bayes-Statistik
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Kouassi, Eugène
3
Ravishanker, Nalini
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Palma, Wilfredo
2
Sango, Joel
2
Shang, Han Lin
2
Taylor, James W.
2
Teubissi, Francis N.
2
Tsay, Ruey S.
2
Tsiotas, Georgios
2
Abraham, Bovas
1
Aczel, Amir D.
1
Ahumada, Hildegart A.
1
Alpuim, M. Teresa
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Basu, Parantap
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Bayer, Christian
1
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1
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Blanco-Fernández, Ángela
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Bosson Brou, J. M.
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Boylan, John
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Breidt, F. Jay
1
Breneis, Simon
1
Brou, J. M. Bosson
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Caccioli, Fabio
1
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Journal of forecasting
Quantitative finance
Journal of econometrics
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric theory
167
Economics letters
152
International journal of forecasting
133
Discussion paper / Tinbergen Institute
114
Econometric reviews
92
Working paper / Department of Econometrics and Business Statistics, Monash University
70
CREATES research paper
66
Applied economics letters
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Econometrics : open access journal
50
Journal of the American Statistical Association : JASA
48
NBER Working Paper
47
Cowles Foundation discussion paper
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics
44
The econometrics journal
44
Computational economics
42
Economic modelling
42
Journal of time series econometrics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Insurance / Mathematics & economics
40
Journal of applied econometrics
37
Discussion paper
35
Journal of empirical finance
35
NBER working paper series
35
SFB 649 discussion paper
34
EUI working paper / ECO
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Oxford bulletin of economics and statistics
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper
29
Discussion paper / Center for Economic Research, Tilburg University
27
Working paper / National Bureau of Economic Research, Inc.
27
Working paper series
27
Journal of banking & finance
25
Finance research letters
24
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ECONIS (ZBW)
120
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
7
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
8
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:
9
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
10
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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