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
Model Selection and Testing of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
13
Prognoseverfahren
13
ARCH model
8
ARCH-Modell
8
Model confidence set
8
Theorie
8
Theory
8
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Time series analysis
5
Zeitreihenanalyse
5
Multivariate Analyse
4
Multivariate analysis
4
Risikomaß
4
Risk measure
4
Estimation
3
Estimation theory
3
Forecast
3
Leverage
3
Modellierung
3
Prognose
3
Schätztheorie
3
Schätzung
3
Scientific modelling
3
Artificial intelligence
2
Asymmetry
2
Capital income
2
Capital market returns
2
Correlation
2
Economic forecast
2
Expected shortfall
2
Forecast combination
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Korrelation
2
Künstliche Intelligenz
2
Machine learning
2
Markov chain
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Amendola, Alessandra
1
Becker, Ralf
1
Braione, Manuela
1
Breitung, Jörg
1
Candila, Vincenzo
1
Clements, Adam
1
Diks, Cees G. H.
1
Dimitrakopoulos, Stefanos
1
Dionne, Georges
1
Doolan, M. B.
1
Fang, Hao
1
Fortin, Alain-Philippe
1
Galbraith, John W.
1
Garcia, Márcio Gomes Pinto
1
Hafner, Christian M.
1
Hurn, Stan
1
Jung, Jay Heon
1
Li, Yang
1
Medeiros, Marcelo C.
1
Pae, Jinhan
1
Rombouts, Jeroen V. K.
1
Schuermann, Til
1
Simonato, Jean-Guy
1
Stentoft, Lars
1
Storti, Giuseppe
1
Tarassow, Artur
1
Trucíos, Carlos
1
Trung Hai Le
1
Tsionas, Efthymios G.
1
Van Norden, Simon
1
Vasconcelos, Gabriel F. R.
1
Violante, Franceso
1
Wang, Yudong
1
Wu, Chongfeng
1
Yoo, Choong-Yuel
1
more ...
less ...
Published in...
All
International journal of forecasting
MPRA Paper
67
CEPR Discussion Papers
46
Energy economics
43
Applied economics
40
Finance research letters
40
Economic modelling
36
Working Paper
30
International review of economics & finance : IREF
29
Discussion papers / CEPR
28
International review of financial analysis
27
Applied economics letters
26
Economics letters
25
Tinbergen Institute Discussion Paper
25
Discussion paper / Tinbergen Institute
24
International Journal of Energy Economics and Policy : IJEEP
23
The North American journal of economics and finance : a journal of financial economics studies
22
International journal of economics and financial issues : IJEFI
21
The journal of corporate finance : contracting, governance and organization
21
Cogent Economics & Finance
20
Cogent economics & finance
20
Economics Bulletin
20
Journal of banking & finance
20
Nepalese journal of economics : a publication of Uniglobe College
20
Nepalese journal of finance : a publication of Uniglobe College
20
Cogent business & management
19
ECB Working Paper
19
Research in international business and finance
19
CESifo Working Paper
18
Journal of financial economics
18
Afro-Asian Journal of Finance and Accounting : AAJFA
17
Journal of economic behavior & organization : JEBO
17
Physica A: Statistical Mechanics and its Applications
17
Tinbergen Institute Discussion Papers
17
Econometric Institute Research Papers
16
International journal of economics and finance
16
Working Papers in Economics
16
Working paper
16
International Journal of Financial Studies : open access journal
15
Pacific-Basin finance journal
15
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
3
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
4
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:
5
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
6
Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques
Tarassow, Artur
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 443-457
Persistent link: https://www.econbiz.de/10012300681
Saved in:
7
Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
Saved in:
8
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:
9
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
Saved in:
10
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
