//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Stochastic volatility driven b...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
11
Prognoseverfahren
11
Forecast
5
Prognose
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Economic forecast
3
Wirtschaftsprognose
3
ARMA model
2
ARMA-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Central bank
2
Factor analysis
2
Faktorenanalyse
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
VAR model
2
VAR-Modell
2
Zentralbank
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetric distribution
1
BVAR models
1
Börsenkurs
1
Central banking
1
Classification
1
Comparison
1
Consumer credit
1
Consumer loans
1
Credit risk
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Undetermined
5
Author
All
Kapetanios, George
16
Price, Simon
3
Baillie, Richard
2
Carriero, Andrea
2
Chaleampong Kongcharoen
2
Friedman, Jerome H.
2
Groen, Jan J.J.
2
Pesaran, M. Hashem
2
Tzavalis, Elias
2
Arteche, Josu
1
Athanasiou, Eleni
1
Baillie, Richard T.
1
Chiu, Ching Wai Jeremy
1
Dendramis, Yiannis
1
Galvão, Ana Beatriz C.
1
Giannone, Domenico
1
Groen, Jan J. J.
1
Harrison, Richard
1
Harrison, Richard T.
1
Hayes, Simon
1
Kongcharoen, Chaleampong
1
Leamer, Edward E.
1
Marcellino, Massimiliano
1
Massacci, Daniele
1
McCracken, Michael W.
1
Papantonis, Ioannis
1
Rompolis, Leonidas
1
Theodoridis, Konstantinos
1
Tran, Minh-ngoc
1
Varthalitis, Petros
1
Yates, Anthony
1
Yates, Tony
1
more ...
less ...
Published in...
All
International journal of forecasting
Working paper
92
Working Paper
91
Working Papers / School of Economics and Finance, Queen Mary
86
Economics letters
34
Journal of econometrics
20
Bank of England Working Paper
19
Working papers / Bank of England
16
Bank of England working papers
15
Economics Letters
15
ECB Working Paper
14
Journal of applied econometrics
13
Discussion papers in economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion papers / National Institute of Economic and Social Research
11
Econometric reviews
11
CESifo Working Paper
10
Journal of banking & finance
10
Oxford bulletin of economics and statistics
10
Discussion paper / Centre for Economic Policy Research
9
Journal of empirical finance
9
Staff working papers / Bank of England
9
Studies in Nonlinear Dynamics & Econometrics
9
Computational Statistics & Data Analysis
8
Economic modelling
8
Journal of Applied Econometrics
8
CAMA working paper series
7
CEPR Discussion Papers
7
CESifo working papers
7
Econometric theory
7
Journal of Time Series Analysis
7
Journal of forecasting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The econometrics journal
7
Working paper series / European Central Bank
7
Cambridge working papers in economics
6
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
6
Journal of Econometrics
6
Working Paper Series / European Central Bank
6
CAMA Working Paper
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
OLC EcoSci
5
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Varthalitis, Petros
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
Saved in:
2
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
3
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J.J.
;
Kapetanios, George
;
Price, Simon
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 74-80
Persistent link: https://www.econbiz.de/10008172810
Saved in:
4
Comment on ‘Fast sparse regression and classification’ by J.H. Friedman
Kapetanios, George
;
Pesaran, M. Hashem
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 739-741
Persistent link: https://www.econbiz.de/10009983800
Saved in:
5
Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
Baillie, Richard T.
;
Kongcharoen, Chaleampong
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-54
Persistent link: https://www.econbiz.de/10009818673
Saved in:
6
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J.J.
;
Kapetanios, George
;
Price, Simon
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 74-81
Persistent link: https://www.econbiz.de/10008895484
Saved in:
7
Forecasting with measurement errors in dynamic models
Harrison, Richard T.
;
Kapetanios, George
;
Yates, Anthony
- In:
International journal of forecasting
21
(
2005
)
3
,
pp. 595-607
Persistent link: https://www.econbiz.de/10003006363
Saved in:
8
Forecasting with measurement errors in dynamic models
Harrison, Richard
;
Kapetanios, George
;
Yates, Tony
- In:
International journal of forecasting
21
(
2005
)
3
,
pp. 595-608
Persistent link: https://www.econbiz.de/10006958862
Saved in:
9
Rejoinder
Friedman, Jerome H.
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 751-753
Persistent link: https://www.econbiz.de/10009659814
Saved in:
10
Comment on "Fast sparse regression and classification" by J. H. Friedman
Kapetanios, George
;
Pesaran, M. Hashem
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 739-740
Persistent link: https://www.econbiz.de/10009659834
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->