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subject:"Prognoseverfahren"
~person:"Alexander, Carol"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Statistical distribution
12
Statistische Verteilung
12
Forecasting model
10
Theorie
8
Theory
8
Bayes-Statistik
6
Bayesian inference
6
Time series analysis
5
Zeitreihenanalyse
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ARCH model
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Estimation
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Risikomaß
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Risk measure
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Schätzung
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Simulation
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Approximate predictive distributions
2
Bayesian filtering
2
Density forecast combination
2
Estimation theory
2
Frühindikator
2
GARCH
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Leading indicator
2
Real-time data
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Schätztheorie
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Survey forecast
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USA
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United States
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Value-at-Risk
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1990-2010
1
Algebraic statistics
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Algorithm
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Algorithmus
1
Analysis of variance
1
Backtesting
1
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1
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Aufsatz in Zeitschrift
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24
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Alexander, Carol
Dijk, Herman K. van
Gerdrup, Karsten R.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Paolella, Marc S.
6
Clements, Michael P.
5
Dijk, Dick van
5
Gerlach, Richard
5
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Gupta, Rangan
4
Kang, Kyu Ho
4
Opschoor, Anne
4
Pierdzioch, Christian
4
Ruiz, Esther
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Casarin, Roberto
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Hoogerheide, Lennart
3
Huber, Florian
3
Hwang, Ruey-Ching
3
Jiang, Cuixia
3
Jin, Xin
3
Jore, Anne Sofie
3
Kiani, Khurshid M.
3
Lazar, Emese
3
Lee, Tae-hwy
3
Maheu, John M.
3
Olmo, Jose
3
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Journal of econometrics
4
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International review of financial analysis
1
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ECONIS (ZBW)
10
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1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
3
Analytic moments for GJR-GARCH (1, 1) processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012692629
Saved in:
4
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
5
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
6
Nowcasting GDP in real time : a density combination approach
Aastveit, Knut Are
;
Gerdrup, Karsten R.
;
Jore, Anne Sofie
; …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 48-68
Persistent link: https://www.econbiz.de/10010380480
Saved in:
7
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
8
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
9
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
10
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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