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subject:"Prognoseverfahren"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~subject:"Volatility"
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Prognoseverfahren
Schätztheorie
Volatility
Theorie
826
Theory
826
Forecasting model
679
Time series analysis
303
Zeitreihenanalyse
303
Forecast
112
Prognose
111
Estimation
87
Schätzung
87
Volatilität
73
Economic forecast
66
Wirtschaftsprognose
66
Bayes-Statistik
61
Bayesian inference
61
Forecasting
55
Frühindikator
53
Leading indicator
53
Statistical distribution
51
Statistische Verteilung
51
Capital income
49
Kapitaleinkommen
49
Regression analysis
46
Regressionsanalyse
45
ARCH model
42
ARCH-Modell
42
Probability theory
38
Wahrscheinlichkeitsrechnung
38
USA
37
United States
37
Time series
36
VAR model
36
VAR-Modell
36
Neural networks
35
Neuronale Netze
35
Inflation
33
Exchange rate
32
Wechselkurs
32
Risikomaß
30
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Undetermined
365
Free
1
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Article
698
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
699
Aufsatz in Zeitschrift
699
Collection of articles of several authors
11
Sammelwerk
11
Systematic review
5
Übersichtsarbeit
5
Interview
2
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
701
Author
All
Makridakis, Spyros G.
20
Hyndman, Rob J.
12
Armstrong, Jon Scott
10
Assimakopoulos, V.
9
Clements, Michael P.
9
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Fildes, Robert
8
Franses, Philip Hans
8
Koopman, Siem Jan
8
Önkal, Dilek
8
Hendry, David F.
7
Ord, John Keith
7
Petropoulos, Fotios
7
Taylor, James W.
7
Timmermann, Allan
7
Collopy, Frederick Lynch
6
Goodwin, Paul
6
Koehler, Anne B.
6
González-Rivera, Gloria
5
Harvey, Nigel
5
Kang, Yanfei
5
O'Connor, Marcus J.
5
Reade, J. James
5
Ruiz, Esther
5
Snyder, Ralph D.
5
Thomakos, Dimitrios D.
5
Weron, Rafał
5
Willemain, Thomas R.
5
Athanasopoulos, George
4
Dijk, Dick van
4
Foroni, Claudia
4
Gooijer, Jan G. de
4
Goude, Yannig
4
Granger, C. W. J.
4
Griggs, Kenneth
4
Guerard, John Baynard
4
Herwartz, Helmut
4
Kolassa, Stephan
4
Lawrence, Michael J.
4
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Published in...
All
International journal of forecasting
Journal of econometrics
586
Economics letters
530
Journal of forecasting
466
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
362
Working paper / National Bureau of Economic Research, Inc.
314
Econometric theory
306
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
267
NBER working paper series
251
NBER Working Paper
235
Discussion paper / Tinbergen Institute
229
Journal of applied econometrics
219
Econometric reviews
208
Discussion paper / Centre for Economic Policy Research
190
Journal of banking & finance
167
Applied economics
164
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
The review of economics and statistics
158
Working paper
154
Economic modelling
150
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Journal of economic dynamics & control
145
Journal of empirical finance
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Oxford bulletin of economics and statistics
127
European journal of operational research : EJOR
123
Finance research letters
122
Computational economics
119
Journal of international money and finance
119
Energy economics
113
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
109
CESifo working papers
107
Journal of financial economics
107
SFB 649 discussion paper
105
Discussion paper / Center for Economic Research, Tilburg University
103
Applied economics letters
101
The review of financial studies
100
The European journal of finance
99
International review of financial analysis
97
Management science : journal of the Institute for Operations Research and the Management Sciences
96
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ECONIS (ZBW)
701
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
3
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
4
Wind energy forecasting with missing values within a fully conditional specification framework
Wen, Honglin
;
Pinson, Pierre
;
Gu, Jie
;
Jin, Zhijian
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 77-95
Persistent link: https://www.econbiz.de/10014450260
Saved in:
5
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
6
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts
Akgun, Oguzhan
;
Pirotte, Alain
;
Urga, Giovanni
;
Yang, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 202-228
Persistent link: https://www.econbiz.de/10014450267
Saved in:
7
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
8
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
9
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
10
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
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