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~person:"Carriero, Andrea"
~person:"Hansen, Peter Reinhard"
~person:"Rombouts, Jeroen V. K."
~subject:"Prognoseverfahren"
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Search: subject_exact:"Multivariate Statistik"
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Prognoseverfahren
Multivariate Analyse
36
Multivariate analysis
36
ARCH model
17
ARCH-Modell
17
Theorie
15
Theory
15
Volatility
14
Volatilität
14
Forecasting model
11
Bayes-Statistik
9
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9
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8
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8
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Share price
6
Estimation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Schätzung
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Option pricing theory
4
Optionspreistheorie
4
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Zeitreihenanalyse
4
Aktienindex
3
Analysis of variance
3
Capital income
3
Forecasting
3
Inflation
3
Kapitaleinkommen
3
Multivariate Autoregressive Index models
3
Ranking method
3
Ranking-Verfahren
3
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3
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2
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6
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English
11
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Carriero, Andrea
Hansen, Peter Reinhard
Rombouts, Jeroen V. K.
Marcellino, Massimiliano
9
Beber, Alessandro
6
Brandt, Michael W.
6
Hecq, Alain W. J.
6
Luisi, Maurizio
6
Pesaran, M. Hashem
6
Caporin, Massimiliano
5
Guillén, Osmani Teixeira de Carvalho
5
Hong, Seok Young
5
Issler, João Victor
5
Kapetanios, George
5
Komunjer, Ivana
5
Waggoner, Daniel F.
5
Zhang, Hui Jun
5
Bisetti, Emilio
4
Cubadda, Gianluca
4
Favero, Carlo A.
4
Hassani, Hossein
4
Koop, Gary
4
Linton, Oliver
4
Nakajima, Jouchi
4
Nocera, Giacomo
4
Nogales, Francisco J.
4
Pick, Andreas
4
Saraiva, Diogo
4
Sbrana, Giacomo
4
Tebaldi, Claudio
4
Timmermann, Allan
4
Verstyuk, Sergiy
4
Voev, Valeri
4
West, Mike
4
Aastveit, Knut Are
3
Amendola, Alessandra
3
Barigozzi, Matteo
3
Bönner, Alexander
3
Capasso, Marco
3
Clements, Adam
3
Corsello, Francesco
3
Croux, Christophe
3
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European University Institute / Department of Law
1
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International journal of forecasting
2
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2
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1
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1
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ECONIS (ZBW)
11
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1
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
2
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2018
Persistent link: https://www.econbiz.de/10011960151
Saved in:
3
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
4
The global component of inflation volatility
Marcellino, Massimiliano
;
Carriero, Andrea
;
Corsello, …
-
2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
5
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
6
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
Saved in:
7
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
8
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
9
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
10
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
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