//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~person:"Catania, Leopoldo"
~person:"Lucas, André"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Forecast"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Forecasting model
11
Prognoseverfahren
11
Zeitreihenanalyse
7
ARCH model
5
ARCH-Modell
5
Bayes-Statistik
5
Bayesian inference
5
Theorie
5
Theory
5
Volatility
4
Volatilität
4
Capital income
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Simulation
3
Bitcoin
2
Cryptocurrency
2
Estimation
2
Estimation theory
2
Leverage effect
2
Schätztheorie
2
Schätzung
2
Score driven models
2
Statistical distribution
2
Statistische Verteilung
2
Virtual currency
2
Virtuelle Währung
2
Volatility prediction
2
Analysis of variance
1
Autoregressive conditional duration
1
Credit market
1
Credit portfolio models
1
Credit risk
1
Delta-method
1
Density forecasting
1
Density prediction
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Catania, Leopoldo
Lucas, André
Hyndman, Rob J.
15
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Clements, Michael P.
8
Koopman, Siem Jan
8
Franses, Philip Hans
7
Hendry, David F.
7
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Kang, Yanfei
6
Koehler, Anne B.
6
Ruiz, Esther
6
Bergmeir, Christoph
5
Goodwin, Paul
5
Harvey, Nigel
5
Kourentzes, Nikolaos
5
McCabe, Brendan Peter Martin
5
Panagiotelis, Anastasios
5
Pinson, Pierre
5
Snyder, Ralph D.
5
Weron, Rafał
5
Castle, Jennifer
4
Li, Feng
4
Martin, Gael M.
4
Oliveira, Fernando Luiz Cyrino
4
Proietti, Tommaso
4
Shang, Han Lin
4
Thomakos, Dimitrios D.
4
Barrow, Devon K.
3
Blasques, Francisco
3
Camacho, Maximo
3
Crone, Sven F.
3
Espasa Terrades, Antoni
3
Foroni, Claudia
3
Gardner, Everette S.
3
Gooijer, Jan G. de
3
more ...
less ...
Published in...
All
International journal of forecasting
Tourism economics : the business and finance of tourism and recreation
Discussion paper / Tinbergen Institute
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
NBP working paper
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
4
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Saved in:
5
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
6
In-sample confidence bands and out-of-sample
forecast
bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Comments on "In-sample confidence bands and out-of-sample
forecast
bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->