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subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Kumar, Dilip"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Statistical theory
Estimation theory
92
Schätztheorie
92
Time series analysis
37
Zeitreihenanalyse
37
Theorie
27
Theory
27
Forecasting model
24
Volatility
23
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23
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16
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16
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16
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13
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Structural break
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Großbritannien
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Macroeconometrics
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Nichtparametrisches Verfahren
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English
28
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Bollerslev, Tim
Hendry, David F.
Kumar, Dilip
Swanson, Norman R.
31
Marcellino, Massimiliano
21
Corradi, Valentina
18
Koop, Gary
18
Phillips, Peter C. B.
18
Pesaran, M. Hashem
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
15
White, Halbert
15
Bera, Anil K.
14
Gao, Jiti
14
Huber, Florian
14
Hyndman, Rob J.
14
Rossi, Barbara
14
Angrist, Joshua D.
13
Kapetanios, George
12
Koopman, Siem Jan
12
West, Kenneth D.
12
Bauwens, Luc
11
Chevillon, Guillaume
11
Diebold, Francis X.
11
Athanasopoulos, George
10
Baltagi, Badi H.
10
Jordà, Òscar
10
Knüppel, Malte
10
Magnus, Jan R.
10
McAleer, Michael
10
Robert, Christian P.
10
Sekhposyan, Tatevik
10
Sperlich, Stefan
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Ericsson, Neil R.
9
Lahiri, Kajal
9
Andrews, Donald W. K.
8
Brännäs, Kurt
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ECONIS (ZBW)
28
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1
General-to-specific approaches for evaluating multi-step system forecasts
Martinez, Andrew B.
-
2019
Persistent link: https://www.econbiz.de/10012322177
Saved in:
2
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
3
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
4
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
5
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
6
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
7
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
8
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
-
2013
Persistent link: https://www.econbiz.de/10009747341
Saved in:
9
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
10
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
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