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~subject:"Volatilität"
~subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
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Volatilität
Prognoseverfahren
Nichtparametrisches Verfahren
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Nonparametric statistics
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15
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International journal of forecasting
Journal of econometrics
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Journal of forecasting
18
SFB 649 discussion paper
17
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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1
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
2
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
3
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
4
GoodsForecast second-place solution in M5 Uncertainty track : combining heterogeneous models for a quantile estimation task
Mamonov, Nikolay
;
Golubyatnikov, Evgeny
;
Kanevskiy, Daniel
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1434-1441
Persistent link: https://www.econbiz.de/10014381103
Saved in:
5
Forecasting high resolution electricity demand data with additive models including smooth and jagged components
Amato, Umberto
;
Antoniadis, Anestis
;
De Feis, Italia
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 171-185
Persistent link: https://www.econbiz.de/10012692688
Saved in:
6
Nonparametric tests for optimal predictive ability
Arvanitis, Stelios
;
Post, Thierry
;
Potì, Valerio
; …
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012792879
Saved in:
7
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
8
Semiparametric quantile averaging in the presence of high-dimensional predictors
Gooijer, Jan G. de
;
Zerom Godefay, Dawit
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 891-909
Persistent link: https://www.econbiz.de/10012305189
Saved in:
9
Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match
Kanda, Isao
;
Veguillas, J. M. Quintana
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1460-1468
Persistent link: https://www.econbiz.de/10012305376
Saved in:
10
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
11
A prediction interval for a function-valued forecast model : application to load forecasting
Antoniadis, Anestis
;
Brossat, Xavier
;
Cugliari, Jairo
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 939-947
Persistent link: https://www.econbiz.de/10011621897
Saved in:
12
GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models
Dordonnat, V.
;
Pichavant, A.
;
Pierrot, A.
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1005-1011
Persistent link: https://www.econbiz.de/10011621983
Saved in:
13
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen
;
Giasemidis, Georgios
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Saved in:
14
Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting
Mangalova, Ekaterina
;
Shesterneva, Olesya
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10011621988
Saved in:
15
K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting
Mangalova, Ekaterina
;
Shesterneva, Olesya
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1067-1073
Persistent link: https://www.econbiz.de/10011621996
Saved in:
16
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
17
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
18
Wind power forecasting using the k-nearest neighbors algorithm
Mangalova, E.
;
Agafonov, E.
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 402-406
Persistent link: https://www.econbiz.de/10010510891
Saved in:
19
GEFCom2012 : electric load forecasting and backcasting with semi-parametric models
Nedellec, Raphael
;
Cugliari, Jairo
;
Goude, Yannig
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10010510898
Saved in:
20
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
21
Overnight stock returns and realized volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 592-604
Persistent link: https://www.econbiz.de/10010212465
Saved in:
22
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
23
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
24
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
25
Input space to neural network based load forecasters
Alves da Silva, Alexandre P.
;
Ferreira, Vitor H.
; …
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 616-629
Persistent link: https://www.econbiz.de/10003808331
Saved in:
26
Forecasting spot electricity prices : a comparison of parametric and semiparametric time series models
Weron, Rafał
;
Misiorek, Adam
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 744-763
Persistent link: https://www.econbiz.de/10003808387
Saved in:
27
Nai͏̈ve, ARIMA, nonparametric, transfer function and VAR models : a comparison of forecasting performance
Thomakos, Dimitrios D.
;
Guerard, John Baynard
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001918288
Saved in:
28
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien
;
Sachs, Rainer von
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
Saved in:
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