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subject:"Probability theory"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
ARCH model
ARCH-Modell
Estimation theory
31
Schätztheorie
31
Forecasting model
22
Prognoseverfahren
22
Zeitreihenanalyse
11
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Estimation
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forecasting
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Ardia, David
1
Chen, Xi
1
Choi, Jeong Hoon
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Dokuchaev, Nikolai
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1
Gaskell, Paul
1
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1
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1
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Journal of forecasting
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
53
International journal of forecasting
49
Econometric theory
42
Journal of time series econometrics
39
Computational economics
29
The econometrics journal
21
Applied economics letters
19
Economic modelling
19
Finance research letters
18
Journal of financial econometrics
16
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of empirical finance
12
Journal of quantitative economics
12
Journal of risk
12
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
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10
Energy economics
9
Essays in honor of Joon Y. Park : econometric theory
9
Journal of mathematical finance
9
Journal of economic dynamics & control
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
SpringerLink / Bücher
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Discussion papers / CEPR
6
International journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Robustness in econometrics
6
Theoretical economics letters
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Astin bulletin : the journal of the International Actuarial Association
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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
Saved in:
4
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
7
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
8
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
9
Improvement of the Liu‐type Shiller estimator for distributed lag models
Özbay, Nimet
;
Kaçıranlar, Selahattin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 776-783
Persistent link: https://www.econbiz.de/10011860718
Saved in:
10
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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