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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
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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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41
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50
of
126
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41
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
Saved in:
42
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
43
Forecasting volatility in bitcoin market
Segnon, Mawuli
;
Bekiros, Stelios
- In:
Annals of finance
16
(
2020
)
3
,
pp. 435-462
Persistent link: https://www.econbiz.de/10012496404
Saved in:
44
A
Model
Confidence
Set
approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
45
Exploiting ergodicity in forecasts of corporate profitability
Mundt, Philipp
;
Alfarano, Simone
;
Milaković, Mishael
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012501441
Saved in:
46
Constructing a new leading indicator for unemployment from a survey among German employment agencies
Hutter, Christian
;
Weber, Enzo
- In:
Applied Economics
47
(
2015
)
33
,
pp. 3540-3558
to potential competitors we employ the
model
confidence
set
. Results reveal that models including the new indicator …
Persistent link: https://www.econbiz.de/10013349233
Saved in:
47
A fast algorithm for finding the confidence set of large collections of models
Barde, Sylvain
-
2015
later point in time, thus enabling collaborative efforts using the
model
confidence
set
procedure. …
Persistent link: https://www.econbiz.de/10011445301
Saved in:
48
A fast algorithm for finding the confidence set of large collections of models
Barde, Sylvain
-
2015
later point in time, thus enabling collaborative efforts using the
model
confidence
set
procedure. …
Persistent link: https://www.econbiz.de/10011342917
Saved in:
49
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
- In:
Finance research letters
29
(
2019
),
pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
Saved in:
50
On tail fatness of macroeconomic dynamics
Liu, Xiaochun
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
Saved in:
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