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~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"Prognoseverfahren"
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Forecasting model
249
Prognoseverfahren
249
Theorie
106
Theory
106
Capital income
98
Kapitaleinkommen
98
Time series analysis
87
Zeitreihenanalyse
87
Estimation
65
Schätzung
65
Börsenkurs
47
Share price
47
Return predictability
38
CAPM
33
Risikoprämie
31
Risk premium
31
Volatility
30
Volatilität
30
Estimation theory
24
Schätztheorie
24
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19
Prognose
19
State space model
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18
Anlageverhalten
17
Bayes-Statistik
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Behavioural finance
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11
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126
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136
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113
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136
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136
Graue Literatur
129
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129
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113
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11
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English
249
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Hyndman, Rob J.
64
Athanasopoulos, George
30
Martin, Gael M.
18
Snyder, Ralph D.
18
Koehler, Anne B.
12
Frazier, David T.
10
Panagiotelis, Anastasios
10
Vahid, Farshid
9
Ord, John Keith
8
Gao, Jiti
7
Loiza-Maya, Ruben
6
Anderson, Heather M.
5
Beaumont, Adrian
5
Ben Taieb, Souhaib
5
Gamakumara, Puwasala
5
Kourentzes, Nikolaos
5
Maneesoonthorn, Worapree
5
McCabe, Brendan Peter Martin
5
Shang, Han Lin
5
Zhou, Guofu
5
Booth, Heather
4
Koo, Bonsoo
4
Poskitt, Donald Stephen
4
Bali, Turan G.
3
Bollerslev, Tim
3
Cohen, Lauren
3
Forbes, Catherine Scipione
3
Green, Kesten C.
3
Harris, David
3
Huang, Shiyang
3
Kang, Yanfei
3
King, Maxwell L.
3
Lee, Charles M. C.
3
Linton, Oliver
3
Liu, Yan
3
Lou, Dong
3
Silvapulle, Mervyn J.
3
Silvapulle, Paramsothy
3
So, Eric
3
Todorov, Viktor
3
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Monash University
1
Published in...
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Journal of financial economics
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
1,548
Journal of forecasting
860
Technological forecasting & social change : an international journal
332
Applied economics
290
Energy economics
287
Journal of econometrics
280
NBER working paper series
269
Finance research letters
256
European journal of operational research : EJOR
254
Working paper
253
Economic modelling
238
NBER Working Paper
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
Applied economics letters
220
Economics letters
204
International review of financial analysis
204
Journal of banking & finance
202
Working paper / National Bureau of Economic Research, Inc.
201
Discussion paper / Centre for Economic Policy Research
194
Discussion paper / Tinbergen Institute
189
Journal of empirical finance
176
ECB Working Paper
169
Working paper series / European Central Bank
168
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
Management science : journal of the Institute for Operations Research and the Management Sciences
152
Computational economics
149
The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
141
CESifo working papers
139
IMF working papers
134
International journal of production economics
130
Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Applied financial economics
110
Advances in business and management forecasting
107
Journal of international money and finance
99
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ECONIS (ZBW)
249
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
6
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
7
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
8
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
9
Probabilistic forecasts using expert judgement : the road to recovery from COVID-19
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
-
2021
Persistent link: https://www.econbiz.de/10012614442
Saved in:
10
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
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