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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Prognoseverfahren"
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Forecasting model
439
Prognoseverfahren
439
Theorie
154
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154
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110
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110
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107
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Hyndman, Rob J.
64
Athanasopoulos, George
30
Martin, Gael M.
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Snyder, Ralph D.
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Koehler, Anne B.
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Ma, Feng
12
Frazier, David T.
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Panagiotelis, Anastasios
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9
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7
Loiza-Maya, Ruben
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MacDonald, Ronald
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Beaumont, Adrian
5
Ben Taieb, Souhaib
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Gamakumara, Puwasala
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Huang, Dengshi
5
Kourentzes, Nikolaos
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Lu, Xinjie
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Maneesoonthorn, Worapree
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McCabe, Brendan Peter Martin
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4
Charles, Amélie
3
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3
Degiannakis, Stavros
3
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3
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Monash University
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International review of financial analysis
Journal of international money and finance
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
1,548
Journal of forecasting
872
Technological forecasting & social change : an international journal
332
Applied economics
290
Energy economics
287
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280
Finance research letters
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Discussion paper / Centre for Economic Policy Research
194
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189
Journal of empirical finance
176
ECB Working Paper
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168
Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
Management science : journal of the Institute for Operations Research and the Management Sciences
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
141
CESifo working papers
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IMF working papers
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International journal of production economics
130
Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Journal of financial economics
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Applied financial economics
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Advances in business and management forecasting
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ECONIS (ZBW)
439
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Cryptocurrency price forecasting : a comparative analysis of ensemble learning and deep learning methods
Bouteska, Ahmed
;
Abedin, Mohammad Zoynul
;
Hájek, Petr
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492430
Saved in:
3
Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Saved in:
4
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
5
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
6
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
7
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
8
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
9
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
10
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
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