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~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Prognosetechnik"
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Forecasting model
358
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358
Theorie
118
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118
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97
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97
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97
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82
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Hyndman, Rob J.
65
Athanasopoulos, George
30
Martin, Gael M.
18
Snyder, Ralph D.
18
Ma, Feng
13
Koehler, Anne B.
12
Frazier, David T.
10
Panagiotelis, Anastasios
10
Vahid, Farshid
9
Ord, John Keith
8
Gao, Jiti
7
Loiza-Maya, Ruben
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Gamakumara, Puwasala
5
Huang, Dengshi
5
Kourentzes, Nikolaos
5
Liang, Chao
5
Lu, Xinjie
5
Maneesoonthorn, Worapree
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McCabe, Brendan Peter Martin
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Shang, Han Lin
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Booth, Heather
4
Gupta, Rangan
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Koo, Bonsoo
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Li, Yan
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Nonejad, Nima
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Poskitt, Donald Stephen
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4
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3
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Green, Kesten C.
3
Harris, David
3
Kang, Yanfei
3
Kim, Jae H.
3
King, Maxwell L.
3
Linton, Oliver
3
Lu, Fei
3
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Monash University
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International review of financial analysis
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
1,594
Journal of forecasting
882
Finance research letters
339
Technological forecasting & social change : an international journal
333
Energy economics
318
Applied economics
293
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280
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275
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267
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224
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204
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202
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201
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192
Journal of empirical finance
179
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167
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165
Journal of applied econometrics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
146
CESifo working papers
140
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IMF working papers
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Journal of risk and financial management : JRFM
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ECB Working Paper
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105
Pacific-Basin finance journal
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ECONIS (ZBW)
358
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Does media coverage of firms' environment, social, and governance (ESG) incidents affect analyst coverage and forecasts? : a risk perspective
He, Guanming
;
Li, Zhichao
- In:
International review of financial analysis
94
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014543971
Saved in:
7
Prediction of realized volatility and implied volatility indices using AI and machine learning : a review
Gunnarsson, Elias Søvik
;
Isern, Håkon Ramon
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543698
Saved in:
8
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:
9
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
10
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
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