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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Bayes-Statistik
122
Bayesian inference
122
Theorie
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79
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59
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29
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29
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Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
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Amisano, Gianni
2
Dijk, Herman K. van
2
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Econometric reviews
Journal of forecasting
International journal of forecasting
101
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36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
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19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production research
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of economic behavior & organization : JEBO
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The econometrics journal
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Decision analytics journal
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International economic review
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International journal of production economics
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Journal of financial economics
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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Journal of the Operational Research Society : OR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Scandinavian actuarial journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
59
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
4
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
5
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
6
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
7
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
8
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
9
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
10
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
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