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~subject:"Forecasting model"
~subject:"Dynamische Wirtschaftstheorie"
~isPartOf:"Journal of empirical finance"
~accessRights:"restricted"
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Forecasting model
Dynamische Wirtschaftstheorie
Economic dynamics
2
Anleihe
1
Bond
1
Bond indexing
1
Capital income
1
Dynamic model averaging
1
Dynamic occam's window
1
Dynamic policy selection
1
Factor analysis
1
Faktorenanalyse
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Forecasting
1
Kalman filter
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Kapitaleinkommen
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Out-of-sample evaluation
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Portfolio optimization
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Public bond
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State space model
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State space representation
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Time series analysis
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Trading rule
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Yield curve
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Yield curve forecasts
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Zeitreihenanalyse
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Zinsstruktur
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Zustandsraummodell
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Caldeira, João F.
1
Moura, Guilherme Valle
1
Ohl, Ludwig
1
Risse, Marian
1
Santos, André A. P.
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Journal of empirical finance
Discussion paper / Centre for Economic Policy Research
40
Working paper / National Bureau of Economic Research, Inc.
26
SpringerLink / Bücher
21
Journal of economic theory
11
Discussion papers / CEPR
10
Macroeconomic dynamics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of econometrics
9
International journal of forecasting
7
Journal of mathematical economics
7
Computational economics
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Journal of economic dynamics & control
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Springer eBook Collection
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Econometric reviews
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Economic modelling
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Lecture Notes in Economics and Mathematical Systems
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Springer eBook Collection / Business and Economics
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American economic journal
4
American economic review
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Contributions to Economics
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Dynamic Modeling and Econometrics in Economics and Finance
4
Economics letters
4
Journal of political economy
4
Cambridge journal of economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
European journal of operational research : EJOR
3
Games and economic behavior
3
Journal of evolutionary economics : JEE
3
Journal of international money and finance
3
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
3
Networks and spatial economics : a journal of infrastructure modeling and computation
3
Structural change and economic dynamics : SC+ED
3
The review of financial studies
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Annual review of economics
2
Columbia economics discussion paper series / Department of Economics, Columbia University
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Contributions to economic analysis
2
Decisions in economics and finance : a journal of applied mathematics
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Finance and economics discussion series
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Using dynamic model averaging in state space representation with dynamic Occam's window and applications to the stock and gold market
Risse, Marian
;
Ohl, Ludwig
- In:
Journal of empirical finance
44
(
2017
),
pp. 158-176
Persistent link: https://www.econbiz.de/10011818009
Saved in:
2
Bond portfolio optimization using dynamic factor models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Journal of empirical finance
37
(
2016
),
pp. 128-158
Persistent link: https://www.econbiz.de/10011662973
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