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~isPartOf:"International journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Quantile regression"
~subject:"Volatilität"
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ARCH-Modell
Quantile regression
Volatilität
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Forecasting model
28
Prognoseverfahren
28
Theorie
15
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15
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13
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2
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Chen Zhou
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Fernández Rodríguez, Fernando
1
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Veguillas, J. M. Quintana
1
Wang, Xunxiao
1
Wu, Chongfeng
1
Xu, Weidong
1
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International journal of forecasting
Journal of econometrics
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Econometric reviews
12
Economics letters
12
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Econometric theory
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Economic modelling
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Energy economics
7
Journal of empirical finance
7
The econometrics journal
7
CREATES research paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometrics : open access journal
5
Finance research letters
5
Cambridge working papers in economics
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion paper series / LSE Financial Markets Group
4
Discussion papers of interdisciplinary research project 373
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of risk and financial management : JRFM
4
Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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1
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
2
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
3
Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match
Kanda, Isao
;
Veguillas, J. M. Quintana
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1460-1468
Persistent link: https://www.econbiz.de/10012305376
Saved in:
4
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
5
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen
;
Giasemidis, Georgios
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Saved in:
6
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
7
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
8
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
Saved in:
9
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
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