//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of risk model validation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Metamodell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
70
Scientific modelling
70
Forecasting model
37
Prognoseverfahren
37
Theorie
26
Theory
26
Credit risk
16
Kreditrisiko
16
Time series analysis
14
Zeitreihenanalyse
14
Estimation
12
Schätzung
12
Bayes-Statistik
11
Bayesian inference
11
Basel Accord
9
Basler Akkord
9
Portfolio selection
9
Portfolio-Management
9
Model selection
8
Forecast
7
Risikomanagement
7
Risk management
7
VAR model
7
VAR-Modell
7
Credit rating
6
Economic forecast
6
Estimation theory
6
Kreditwürdigkeit
6
Prognose
6
Regression analysis
6
Regressionsanalyse
6
Schätztheorie
6
Wirtschaftsprognose
6
ARCH model
5
ARCH-Modell
5
Bank risk
5
Bankrisiko
5
Financial services
5
Finanzdienstleistung
5
Forecast combination
5
more ...
less ...
Online availability
All
Undetermined
41
Type of publication
All
Article
70
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Case study
1
Fallstudie
1
Language
All
English
70
Author
All
Petrov, Alexander
3
Amendola, Alessandra
2
Carlehed, Magnus
2
Diebold, Francis X.
2
Neagu, Radu
2
Rubtsov, Mark
2
Skoglund, Jimmy
2
Yang, Bill Huajian
2
Aguais, Scott D.
1
Ahoniemi, Katja
1
Araki, Kenji
1
Barbaglia, Luca
1
Bayer, Fábio M.
1
Beenstock, Michael
1
Bhariok, Ruchi
1
Blümke, Oliver
1
Bork, Lasse
1
Braione, Manuela
1
Camehl, Annika
1
Candila, Vincenzo
1
Carriero, Andrea
1
Castle, Jennifer
1
Catania, Leopoldo
1
Celov, Dmitrij
1
Chang, Chia-Lin
1
Chang, Le
1
Chawla, Gaurav
1
Chen, Langnan
1
Chen, Wei
1
Chevillon, Guillaume
1
Cohort, Pierre
1
Costantini, Mauro
1
Cribari-Neto, Francisco
1
Cripps, Sally
1
Cubadda, Gianluca
1
Dartsch, Andreas
1
Delle Monache, Davide
1
Deryabin, Mikhail
1
Doornik, Jurgen A.
1
Du, Zunwei
1
more ...
less ...
Published in...
All
International journal of forecasting
The journal of risk model validation
Journal of econometrics
114
Econometric reviews
56
NBER working paper series
56
Working paper
49
NBER Working Paper
47
Discussion paper / Tinbergen Institute
46
Working paper / National Bureau of Economic Research, Inc.
44
SpringerLink / Bücher
42
Economics letters
40
Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
CREATES research paper
32
Economic modelling
30
Cowles Foundation discussion paper
28
Econometrics : open access journal
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Applied economics
25
European journal of operational research : EJOR
25
Journal of economic dynamics & control
25
International journal of production research
24
Working paper / Norges Bank
24
Cowles Foundation Discussion Paper
23
Econometric theory
23
CESifo working papers
22
Insurance / Mathematics & economics
22
Springer eBook Collection
22
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of forecasting
21
Journal of the American Statistical Association : JASA
21
Handbooks in economics
20
The econometrics journal
20
Tinbergen Institute research series
20
Discussion papers / Department of Economics, University of Copenhagen
19
Discussion papers / CEPR
18
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
50
of
70
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
2
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
3
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
4
Testing big data in a big crisis : nowcasting under Covid-19
Barbaglia, Luca
;
Frattarolo, Lorenzo
;
Onorante, Luca
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1548-1563
Persistent link: https://www.econbiz.de/10014465326
Saved in:
5
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
6
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
7
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco
;
Gambetti, Paolo
;
Vrins, Frédéric
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 97-116
Persistent link: https://www.econbiz.de/10013347741
Saved in:
8
Forecast combination for VARs in large N and T panels
Greenaway-McGrevy, Ryan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 142-164
Persistent link: https://www.econbiz.de/10013347744
Saved in:
9
Forecasting for COVID-19 has failed
Ioannidis, John P. A.
;
Cripps, Sally
;
Tanner, Martin A.
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 423-438
Persistent link: https://www.econbiz.de/10013348602
Saved in:
10
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
11
Sparse structures with LASSO through principal components : forecasting GDP components in the short-run
Jokubaitis, Saulius
;
Celov, Dmitrij
;
Leipus, Remigijus
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 759-776
Persistent link: https://www.econbiz.de/10012792868
Saved in:
12
Optimal model averaging forecasting in high-dimensional survival analysis
Yan, Xiaodong
;
Wang, Hongni
;
Wang, Wei
;
Xie, Jinhan
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1147-1155
Persistent link: https://www.econbiz.de/10012794829
Saved in:
13
Discrete Gompertz equation and model selection between Gompertz and logistic models
Satoh, Daisuke
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1192-1211
Persistent link: https://www.econbiz.de/10012794838
Saved in:
14
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
15
Optimal combination of Arctic sea ice extent measures : a dynamic factor modeling approach
Diebold, Francis X.
;
Göbel, Maximilian
;
Goulet …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10013274310
Saved in:
16
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
17
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:
18
Efficient big data model selection with applications to fraud detection
Vaughan, Gregory
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1116-1127
Persistent link: https://www.econbiz.de/10012498361
Saved in:
19
Model risk tiering : an exploration of industry practices and principles
Kiritz, Nick
;
Ravitz, Miles
;
Levonian, Mark E.
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012051689
Saved in:
20
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
21
Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
Saved in:
22
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012020265
Saved in:
23
The utility of Basel III rules on excessive violations of internal risk models
Tarrant, Wayne
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012020267
Saved in:
24
On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/ validation
Zhang, Xin
;
Tung, Tony
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10012020268
Saved in:
25
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
26
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
Saved in:
27
Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives
Diebold, Francis X.
;
Shin, Minchul
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1679-1691
Persistent link: https://www.econbiz.de/10012305515
Saved in:
28
Automatic selection of unobserved components models for supply chain forecasting
Villegas, Marco A.
;
Pedregal, Diego J.
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10012300597
Saved in:
29
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Saved in:
30
Paired comparison models with age effects modeled as piecewise quadratic splines
Araki, Kenji
;
Hirose, Yoshihiro
;
Komaki, Fumiyasu
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 733-740
Persistent link: https://www.econbiz.de/10012300733
Saved in:
31
Real-time inflation forecasting with high-dimensional models : the case of Brazil
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 679-693
Persistent link: https://www.econbiz.de/10011746198
Saved in:
32
Quantile regression forecasts of inflation under model uncertainty
Korobilis, Dimitris
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10011754680
Saved in:
33
Model Confidence Sets and forecast combination
Samuels, Jon D.
;
Sekkel, Rodrigo
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 48-60
Persistent link: https://www.econbiz.de/10011754683
Saved in:
34
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
35
Bayesian analysis in an aggregate loss model : validation of the structure functions
Hernández-Bastida, Agustín
;
Pérez-Sánchez, José María
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011762992
Saved in:
36
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
37
Adaptive models and heavy tails with an application to inflation forecasting
Delle Monache, Davide
;
Petrella, Ivan
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 482-501
Persistent link: https://www.econbiz.de/10011922921
Saved in:
38
Comment on "how biased are US government forecasts of the federal debt?"
Gamber, Edward N.
;
Liebner, Jeffrey P.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 560-562
Persistent link: https://www.econbiz.de/10011922926
Saved in:
39
A model combination approach to developing robust models for credit risk stress testing : an application to a stressed economy
Papadopoulos, Georgios
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10011671179
Saved in:
40
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
41
Testing the historic tracking of climate models
Beenstock, Michael
;
Reingewertz, Yaniv
;
Paldor, Nathan
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10011622142
Saved in:
42
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
43
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
44
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
45
Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
Bork, Lasse
;
Møller, Stig Vinther
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 63-78
Persistent link: https://www.econbiz.de/10011327116
Saved in:
46
Liquidity effects on value-at-risk limits : construction of a new VaR model
Madoroba, Sunny B. Walter
;
Kruger, Jan W.
- In:
The journal of risk model validation
8
(
2014
)
4
,
pp. 19-46
Persistent link: https://www.econbiz.de/10010506585
Saved in:
47
Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
Saved in:
48
Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Forest, Lawrence R. <Jr.>
;
Chawla, Gaurav
;
Aguais, Scott D.
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 73-78
Persistent link: https://www.econbiz.de/10010480644
Saved in:
49
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Saved in:
50
Frequentist model averaging for multinomial and ordered logit models
Wan, Alan T. K.
;
Zhang, Xinyu
;
Wang, Shouyang
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010247003
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->