//--> //--> //--> //-->
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:"Journal of forecasting"
~isPartOf:"Statistical Papers / Springer"
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:"Multivariate"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
28
Prognoseverfahren
28
Theorie
25
Theory
25
Time series analysis
23
Zeitreihenanalyse
23
Multivariate analysis
21
Multivariate Analyse
18
Capital income
9
Kapitaleinkommen
9
Correlation
7
Regression analysis
7
Regressionsanalyse
7
VAR model
7
VAR-Modell
7
Volatility
7
Volatilität
7
Cluster analysis
6
Clusteranalyse
6
Korrelation
6
Risikomaß
6
Risk measure
6
ARCH model
5
ARCH-Modell
5
Estimation
5
Estimation theory
5
Multivariate distribution
5
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
Schätzung
5
Welt
5
World
5
Börsenkurs
4
Multivariate Verteilung
4
Neural networks
4
Neuronale Netze
4
Share price
4
State space model
4
Zustandsraummodell
4
more ...
less ...
Online availability
All
Undetermined
38
Free
3
Type of publication
All
Article
63
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Undetermined
21
Author
All
Gupta, Rangan
2
Hassani, Hossein
2
Kurek, Bartosz
2
Adamski, K.
1
Aguilera, A.
1
Al-Hussaini, Essam
1
Amemiya, Yasuo
1
Amendola, Alessandra
1
Aoki, Reiko
1
Arslan, Olcay
1
Asai, Manabu
1
Ateya, Saieed
1
Baruník, Jozef
1
Behboodian, Javad
1
Bekker, A.
1
Berg, Tim Oliver
1
Berger, Theo
1
Bersimis, Sotirios
1
Bouzas, P.
1
Cancho, Vicente
1
Chan, Wai-Sum
1
Chang, Shu-Lien
1
Cheung, Siu
1
Cheung, Siu-hung
1
Chow, Wai Kit
1
Costantini, Mauro
1
Cottrell, Marie
1
Crespo Cuaresma, Jesús
1
Danciulescu, Cristina
1
Dolati, Ali
1
Doostparast, Mahdi
1
Emura, Takeshi
1
Engsted, Tom
1
Fay, Damien
1
Filipiak, Katarzyna
1
Gallizo, Jose Luis
1
García-Ferrer, Antonio
1
Gargallo, Pilar
1
Girard, Bernard
1
Gkonkas, Periklēs
1
more ...
less ...
Published in...
All
Journal of forecasting
Statistical Papers / Springer
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Energy economics
103
Applied economics
93
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economic modelling
70
Discussion paper / Tinbergen Institute
69
Journal of banking & finance
62
International journal of forecasting
60
International journal of production research
60
Risks : open access journal
60
Annals of the Institute of Statistical Mathematics
57
Economics letters
54
Econometric reviews
53
Finance research letters
53
Psychometrika
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
SFB 649 discussion paper
49
Working paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
41
Statistics & Probability Letters
41
SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
Research in international business and finance
37
Working Paper
36
Europäische Hochschulschriften / 5
35
Tinbergen Institute Discussion Paper
35
Applied economics letters
34
Discussion paper / Center for Economic Research, Tilburg University
34
Journal of empirical finance
34
Computational economics
33
more ...
less ...
Source
All
ECONIS (ZBW)
42
RePEc
21
Showing
1
-
10
of
63
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A
multivariate
GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
2
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
4
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency
multivariate
singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
5
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
6
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
7
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
8
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
9
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali
;
Mohammadi, Shapour
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
Saved in:
10
Deep learning model for temperature prediction : a case study in New Delhi
Shrivastava, Virendra Kumar
;
Shrivastava, Aastik
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1445-1460
Persistent link: https://www.econbiz.de/10014338917
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->