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Search: subject:"Model Confidence Set"
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Subject
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Prognoseverfahren
65
Forecasting model
64
model confidence set
59
Model confidence set
47
Volatility
37
ARCH model
33
ARCH-Modell
33
Volatilität
32
Theorie
27
Theory
26
Estimation theory
24
Schätztheorie
24
Zeitreihenanalyse
20
Time series analysis
19
Model Confidence Set
18
Modellierung
16
Scientific modelling
16
MGARCH
15
Portfolio selection
15
Portfolio-Management
15
Estimation
11
Schätzung
11
Statistical test
11
Statistischer Test
11
Forecasting
10
Risikomaß
10
Risk measure
10
Correlation
9
Covariance forecasting
9
Forecast
9
Korrelation
9
Prognose
9
forecast evaluation
9
model comparison
9
model ranking
9
Capital income
8
Kapitaleinkommen
8
forecasting
8
Aktienmarkt
7
Artificial intelligence
7
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Online availability
All
Free
64
Undetermined
52
CC license
1
Type of publication
All
Article
65
Book / Working Paper
61
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Working Paper
22
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Article
1
Hochschulschrift
1
Thesis
1
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Language
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English
92
Undetermined
31
Portuguese
3
Author
All
Caporin, Massimiliano
15
McAleer, Michael
15
Clements, Adam
6
Lehmann, Robert
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
Degiannakis, Stavros
3
Doman, Ryszard
3
Hurn, Stan
3
Lucas, Andre
3
McAleer, M.J.
3
Milaković, Mishael
3
Mundt, Philipp
3
Rombouts, Jeroen
3
Storti, Giuseppe
3
Barde, Sylvain
2
Bernardi, Mauro
2
Catania, Leopoldo
2
Ceci, Donato
2
Cerqueira, Daniel
2
Cummins, Mark
2
Doman, Małgorzata
2
Doolan, M. B.
2
Doolan, Mark
2
Esposito, Francesco
2
Filis, George
2
Lins, Gabriel de Oliveira Accioly
2
Liu, Jing
2
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Institution
All
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
Erasmus University Rotterdam, Econometric Institute
3
Institute of Economic Research, Kyoto University
3
National Centre for Econometric Research (NCER)
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Norges Bank
1
Tinbergen Institute
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
All
International journal of forecasting
9
CREATES Research Papers
5
Journal of forecasting
5
Applied economics
4
Econometric Institute Research Papers
4
Finance research letters
4
Journal of empirical finance
4
Working Papers in Economics
4
CORE Discussion Papers
3
Econometric Institute Report
3
Energy economics
3
KIER Working Papers
3
NCER Working Paper Series
3
CIRANO Working Papers
2
Cahiers de recherche
2
Documentos de Trabajo del ICAE
2
Economic modelling
2
International Journal of Forecasting
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NCER working paper series
2
The energy journal
2
Tinbergen Institute Discussion Papers
2
Working papers
2
"Marco Fanno" Working Papers
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of economics and statistics
1
Annals of finance
1
Applied Economics
1
Applied economics letters
1
BERG Working Paper Series
1
BERG working paper series
1
CORE discussion papers : DP
1
Computational Statistics & Data Analysis
1
Computational economics
1
DEM Working Papers Series
1
Discussion Papers in Economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / University of Kent, School of Economics
1
Dynamic Econometric Models
1
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Source
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ECONIS (ZBW)
73
RePEc
43
EconStor
9
BASE
1
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126
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31
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
32
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
33
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
Saved in:
34
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
Saved in:
35
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
Saved in:
36
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
Saved in:
37
Forecasting DAX volatility: a comparison of time series models and implied volatilities
Weiß, Harald
-
2016
Persistent link: https://www.econbiz.de/10012439730
Saved in:
38
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
Saved in:
39
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
Saved in:
40
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
Saved in:
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