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~isPartOf:"International journal of forecasting"
~subject:"1968-2000"
~subject:"Realized volatility"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Statistischer Fehler"
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1968-2000
Realized volatility
Theorie
Volatility
Statistical error
22
Statistischer Fehler
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20
Prognoseverfahren
20
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12
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7
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1971-1997
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1
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International journal of forecasting
Discussion paper series / IZA
17
Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Economics letters
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Working paper
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CoFE Discussion Paper
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Econometric theory
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
American journal of agricultural economics
5
CESifo Working Paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of production research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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Jahrbücher für Nationalökonomie und Statistik
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Oxford bulletin of economics and statistics
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Working papers / Penn Institute for Economic Research
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Annales d'économie et de statistique
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ECONIS (ZBW)
14
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1
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
2
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
3
Minimizing post-shock forecasting error through aggregation of outside information
Lin, Jilei
;
Eck, Daniel J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1710-1727
Persistent link: https://www.econbiz.de/10013274333
Saved in:
4
Why the "best" point forecast depends on the error or accuracy measure
Kolassa, Stephan
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10012414567
Saved in:
5
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
6
Evaluating multi-step system forecasts with relatively few forecast-error observations
Hendry, David F.
;
Martinez, Andrew B.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 359-372
Persistent link: https://www.econbiz.de/10011921041
Saved in:
7
A note on the Mean Absolute Scaled Error
Franses, Philip Hans
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 20-22
Persistent link: https://www.econbiz.de/10011596434
Saved in:
8
A new metric of absolute percentage error for intermittent demand forecasts
Kim, Sungil
;
Kim, Heeyoung
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 669-679
Persistent link: https://www.econbiz.de/10011621769
Saved in:
9
A new error measure for forecasts of household-level, high resolution electrical energy consumption
Haben, Stephen
;
Ward, Jonathan
;
Vukadinović Greetham, …
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 246-256
Persistent link: https://www.econbiz.de/10010510941
Saved in:
10
On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
Saved in:
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