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~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
~type_genre:"Graue Literatur"
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Forecasting model
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Prognoseverfahren
98
Estimation
79
Schätzung
79
Stochastic process
60
Stochastischer Prozess
60
Capital income
58
Kapitaleinkommen
58
USA
47
United States
47
Börsenkurs
46
Share price
46
ARCH model
43
ARCH-Modell
43
VAR model
40
VAR-Modell
40
Cointegration
39
Kointegration
39
CAPM
32
Modellierung
32
Scientific modelling
32
Statistical test
32
Statistischer Test
32
Risikoprämie
31
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
Regression analysis
25
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98
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98
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Graue Literatur
Arbeitspapier
98
Non-commercial literature
98
Working Paper
98
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English
98
Author
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Hillebrand, Eric
6
Bollerslev, Tim
5
Borup, Daniel
5
Engsted, Tom
5
Teräsvirta, Timo
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Lunde, Asger
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Timmermann, Allan
3
Voev, Valeri
3
Amaya, Diego
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Chini, Emilio Zanetti
2
Dias, Gustavo Fruet
2
Grassi, Stefano
2
Hillebrand, Eric T.
2
Jacobs, Kris
2
Kjær, Mads Markvart
2
Kjærgaard, Søren
2
Knapik, Oskar
2
Lanne, Markku
2
Lukas, Manuel
2
Marczak, Martyna
2
Møller, Stig Vinther
2
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CREATES research paper
Working paper
118
Finance and economics discussion series
90
Discussion paper / Centre for Economic Policy Research
74
Discussion papers / CEPR
58
Department of Economics working paper series
51
Working paper series
46
Working paper series / European Central Bank
41
Cambridge working papers in economics
35
Working paper series / Department of Economics, Auburn University
33
Econometric Institute research papers
30
Working papers / Rutgers University, Department of Economics
29
Department of Economics discussion paper series / University of Oxford
27
Working papers
26
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
23
Discussion paper series / IZA
22
IHS economics series : working paper
22
KBI
21
Reihe Ökonomie
20
Discussion paper
19
SFB 649 discussion paper
19
Strathclyde discussion papers in economics
19
Working papers / Penn Institute for Economic Research
19
Barcelona GSE working paper series : working paper
18
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
18
Working papers in economics and statistics
18
CESifo working papers
17
Discussion paper / Tinbergen Institute
17
Working paper / Graduate Institute of International and Development Studies
17
Working papers series in theoretical and applied economics
17
Department of Economics working paper
16
Discussion papers / Department of Economics, University of Albany, State University of New York
16
ECON PhD dissertations
16
Economics discussion papers
16
Warwick economic research papers
16
CAMP working paper series
15
Discussion paper / Department of Economics, University of California San Diego
15
Economics working paper
15
Discussion papers in economics
14
Fisher College of Business working paper series
14
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ECONIS (ZBW)
98
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
5
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
7
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
8
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
9
Forecasting causes of death using compositional data analysis : the case of cancer deaths
Kjærgaard, Søren
;
Ergemen, Yunus Emre
; …
-
2019
Persistent link: https://www.econbiz.de/10012063970
Saved in:
10
Longevity forecasting by socio-economic groups using compositional data analysis
Kjærgaard, Søren
;
Ergemen, Yunus Emre
;
Boucher, …
-
2019
Persistent link: https://www.econbiz.de/10012063977
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