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  • Search: subject:"Confidence set"
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Year of publication
Subject
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Prognoseverfahren 66 Forecasting model 65 model confidence set 59 Estimation theory 50 Schätztheorie 50 Model confidence set 47 Confidence set 39 Volatility 39 ARCH model 34 ARCH-Modell 34 Volatilität 34 Theorie 33 Theory 32 Statistical test 30 Statistischer Test 30 confidence set 28 Zeitreihenanalyse 22 Time series analysis 21 Portfolio selection 20 Portfolio-Management 20 Bootstrap approach 19 Bootstrap-Verfahren 19 Model Confidence Set 18 Modellierung 18 Scientific modelling 18 Test 18 Asymptotic size 17 Induktive Statistik 15 MGARCH 15 Statistical inference 15 Estimation 12 Identification 12 Schätzung 12 Stochastic process 11 Stochastischer Prozess 11 Capital income 10 Correlation 10 Forecasting 10 Inference 10 Kapitaleinkommen 10
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Online availability
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Free 116 Undetermined 78 CC license 2
Type of publication
All
Book / Working Paper 107 Article 102
Type of publication (narrower categories)
All
Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 35 Arbeitspapier 26 Graue Literatur 22 Non-commercial literature 22 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 143 Undetermined 61 Portuguese 3 French 2
Author
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Caporin, Massimiliano 15 McAleer, Michael 15 Andrews, Donald W. K. 13 Andrews, Donald W.K. 12 Cheng, Xu 8 Guggenberger, Patrik 8 Chernozhukov, Victor 6 Clements, Adam 6 Kaplan, David M. 6 Kocatulum, Emre 6 Menzel, Konrad 6 Dufour, Jean-Marie 5 Lehmann, Robert 5 Shi, Xiaoxia 5 Stentoft, Lars 5 Wohlrabe, Klaus 5 Becker, Ralf 4 Hutter, Christian 4 Koopman, Siem Jan 4 Laurent, Sébastien 4 Rombouts, Jeroen V.K. 4 Scharth, Marcel 4 Violante, Francesco 4 Weber, Enzo 4 Alfarano, Simone 3 Bauwens, Luc 3 Braione, Manuela 3 Caporin, M. 3 Castelnuovo, Efrem 3 DUFOUR, Jean-Marie 3 Davidson, Russell 3 Degiannakis, Stavros 3 Doman, Ryszard 3 Fanelli, Luca 3 Hurn, Stan 3 Khalaf, Lynda 3 Lucas, Andre 3 Lunde, Asger 3 McAleer, M.J. 3 Milaković, Mishael 3
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Institution
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Cowles Foundation for Research in Economics, Yale University 16 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 School of Economics and Management, University of Aarhus 5 Department of Economics and Finance, College of Business and Economics 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 3 Erasmus University Rotterdam, Econometric Institute 3 Institute of Economic Research, Kyoto University 3 National Centre for Econometric Research (NCER) 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Département de Sciences Économiques, Université de Montréal 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Vancouver School of Economics 2 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de recherche en économie de l'environnement, de l'agroalimentaire, des transports et de l'énergie (CREATE), Université Laval 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 HAL 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Norges Bank 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
All
Cowles Foundation Discussion Papers 16 International journal of forecasting 9 CIRANO Working Papers 5 CREATES Research Papers 5 Cahiers de recherche 5 Finance research letters 5 Journal of forecasting 5 Working paper series / Department of Economics, University of Missouri-Columbia 5 Applied economics 4 Cowles Foundation discussion paper 4 Econometric Institute Research Papers 4 Journal of econometrics 4 Journal of empirical finance 4 Working Papers in Economics 4 "Marco Fanno" Working Papers 3 CORE Discussion Papers 3 Econometric Institute Report 3 Econometric reviews 3 Energy economics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 KIER Working Papers 3 NCER Working Paper Series 3 Quantitative economics : QE ; journal of the Econometric Society 3 Computational Statistics & Data Analysis 2 Documentos de Trabajo del ICAE 2 Economic modelling 2 International Journal of Forecasting 2 Journal of Econometrics 2 Journal of banking & finance 2 Journal of financial econometrics : official journal of the Society for Financial Econometrics 2 MPRA Paper 2 Metrika 2 Microeconomics.ca working papers 2 NCER working paper series 2 Quantitative Economics 2 Statistical Papers / Springer 2 The econometrics journal 2 The energy journal 2 Tinbergen Institute Discussion Papers 2 Working papers 2
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Source
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ECONIS (ZBW) 108 RePEc 87 EconStor 12 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 209
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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
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A practical guide to harnessing the HAR volatility model
Clements, Adam; Preve, Daniel P. A. - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis; Degiannakis, Stavros; Filis, George - In: The energy journal 42 (2021) 6, pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
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The choice between renewables and non-renewables : evidence from electricity generation in 29 countries
Nguyen, Jeremy; Valadkhani, Abbas; Hajargasht, Gholamreza - In: The energy journal 42 (2021) 6, pp. 49-68
Persistent link: https://www.econbiz.de/10013172744
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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc; Braione, Manuela; Storti, Giuseppe - 2016
Persistent link: https://www.econbiz.de/10011581858
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Forecasting DAX volatility: a comparison of time series models and implied volatilities
Weiß, Harald - 2016
Persistent link: https://www.econbiz.de/10012439730
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Comparative performances of measures of consumer and economic sentiment in forecasting consumption : a multi-country analysis
Gausden, Robert; Hasan, Mohammad S. - In: Applied economics 52 (2020) 10, pp. 1088-1104
Persistent link: https://www.econbiz.de/10012197517
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Volatility forecasting accuracy for Bitcoin
Köchling, Gerrit; Schmidtke, Philipp; Posch, Peter N. - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012507996
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Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu; Liu, Xiaochun - In: Journal of banking & finance 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
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Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le - In: International journal of forecasting 36 (2020) 4, pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
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