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Forecasting model
Theorie
186
Theory
186
Time series analysis
117
Zeitreihenanalyse
117
Estimation theory
73
Schätztheorie
73
Schätzung
71
Estimation
70
Credit risk
69
Kreditrisiko
69
Volatility
66
Volatilität
66
Portfolio selection
53
Portfolio-Management
53
Prognoseverfahren
53
Statistical distribution
49
Statistische Verteilung
49
USA
43
United States
42
EU countries
34
EU-Staaten
34
ARCH model
31
ARCH-Modell
31
Capital income
30
Kapitaleinkommen
30
Stochastic process
29
Stochastischer Prozess
29
Risikomaß
28
Risk
28
Risk measure
28
State space model
28
Zustandsraummodell
28
Risiko
27
Markov chain
26
Markov-Kette
26
Risikomanagement
26
Risk management
26
Financial crisis
25
Finanzkrise
25
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Free
26
Undetermined
9
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Article
29
Book / Working Paper
24
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Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
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English
53
Author
All
Lucas, André
34
Koopman, Siem Jan
21
Taylor, Nicholas
19
Schwaab, Bernd
11
Blasques, Francisco
6
Łasak, Katarzyna
6
Zhang, Xin
5
Clements, Michael P.
3
Opschoor, Anne
3
Scharth, Marcel
3
Forbes, Catherine Scipione
2
Mira, Svetlana
2
Nucera, Federico
2
Perron, Pierre
2
Xu, Jiawen
2
Banachewicz, Konrad
1
Barra, István
1
Choi, Young-Soo
1
Dijk, Dick van
1
Dijk, Ronald van
1
Khanna, Yonas
1
Kloek, Teunis
1
Lin, Yicong
1
Peerlings, Dewi
1
Rossini, Luca
1
Vlodrop, Andries C. van
1
Zamojski, Marcin
1
Zou, Xia
1
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Discussion paper / Tinbergen Institute
14
International journal of forecasting
11
Journal of forecasting
4
Accounting and finance
1
Applied economics letters
1
ECB Working Paper
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
1
NBP working paper
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank Working Paper Series
1
Sveriges Riksbank working paper series
1
The European journal of finance
1
The Manchester School
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 10-104/DSF 2
1
Tinbergen Institute Discussion Paper 15-083/III
1
Working paper series / European Central Bank
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ECONIS (ZBW)
53
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1
Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.
;
Taylor, Nicholas
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
Saved in:
2
Robust evaluation of fixed-event forecast rationality
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 285-295
Persistent link: https://www.econbiz.de/10001611046
Saved in:
3
The economic and statistical significance of spread forecasts : evidence from the London Stock Exchange
Taylor, Nicholas
- In:
Journal of banking & finance
26
(
2002
)
4
,
pp. 795-818
Persistent link: https://www.econbiz.de/10001656950
Saved in:
4
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
Saved in:
5
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
Saved in:
6
Forecast accuracy and effort : the case of US inflation rates
Taylor, Nicholas
- In:
Journal of forecasting
30
(
2011
)
7
,
pp. 644-665
Persistent link: https://www.econbiz.de/10009380002
Saved in:
7
Economic forecast quality and publication lags
Taylor, Nicholas
- In:
The Manchester School
81
(
2013
)
4
,
pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
Saved in:
8
Economic forecast quality: information timeliness and data vintage effects
Taylor, Nicholas
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
1
,
pp. 145-174
Persistent link: https://www.econbiz.de/10010246821
Saved in:
9
Testing forecasting model versatility
Taylor, Nicholas
- In:
Economics letters
117
(
2012
)
3
,
pp. 803-806
Persistent link: https://www.econbiz.de/10009682678
Saved in:
10
The economic value of volatility forecasts : a conditional approach
Taylor, Nicholas
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 433-478
Persistent link: https://www.econbiz.de/10010391951
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