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Forecasting model
Theorie
168
Theory
168
Time series analysis
104
Zeitreihenanalyse
104
Volatility
92
Volatilität
92
Prognoseverfahren
78
Estimation
70
Schätzung
70
USA
70
United States
70
ARCH model
69
ARCH-Modell
69
Estimation theory
65
Schätztheorie
65
Börsenkurs
57
Share price
57
Portfolio selection
48
Portfolio-Management
48
Capital income
47
Kapitaleinkommen
47
Correlation
43
Korrelation
43
Risikomanagement
37
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37
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28
Systemrisiko
28
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26
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26
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26
World
26
Bank risk
25
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25
CAPM
25
Risiko
25
Risk
25
Climate change
22
Klimawandel
22
Option pricing theory
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Free
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Book / Working Paper
41
Article
37
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Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
22
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22
Graue Literatur
20
Non-commercial literature
20
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4
Book section
4
Aufsatzsammlung
2
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2
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1
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Language
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English
78
Author
All
Patton, Andrew J.
50
Engle, Robert F.
28
Bollerslev, Tim
13
Quaedvlieg, Rogier
8
Timmermann, Allan
8
Kane, Alex
7
Oh, Dong Hwan
7
Noh, Jaesun
6
Ramadorai, Tarun
4
Sheppard, Kevin
4
Wang, Wenjing
4
Gallo, Giampiero M.
3
Li, Jia
3
Barendse, Sander
2
Brownlees, Christian
2
Chen, Rui
2
Dimitriadis, Timo
2
Kelly, Bryan T.
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Medeiros, Marcelo C.
2
Russell, Jeffrey R.
2
Schmidt, Patrick W.
2
Ziegel, Johanna
2
Bewley, Ronald A.
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Conrad, Christian
1
De Lira Salvatierra, Irving Arturo
1
Granger, C. W. J.
1
Hong, Che-hsiung T.
1
Lee, Gary G. J.
1
Liu, Lily Y.
1
Mustafa, Chowdhury B.
1
Rangel, Jose Gonzalo
1
Rice, John F.
1
Roussellet, Guillaume
1
Siriwardane, Emil N.
1
Sokalska, Magdalena E.
1
Watson, Mark W.
1
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London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Journal of econometrics
13
Discussion paper / Department of Economics, University of California San Diego
7
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
Working paper / National Bureau of Economic Research, Inc.
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Handbook of financial time series
2
Working papers
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics : open access journal
1
Econometrics papers
1
FEDS Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
Hohenheim discussion papers in business, economics and social sciences
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk
1
Journal of the American Statistical Association : JASA
1
NBER Working Paper
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of asset pricing studies
1
Review of derivatives research
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of portfolio management : a publication of Institutional Investor
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
Properties of optimal forecasts
Patton, Andrew J.
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797250
Saved in:
3
Testable implications for forecast optimality
Patton, Andrew J.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814634
Saved in:
4
Predictability of output growth and inflation : a multi-horizon survey approach
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 397-410
Persistent link: https://www.econbiz.de/10009232539
Saved in:
5
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
Daily house price indexes : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
-
2013
Persistent link: https://www.econbiz.de/10010231930
Saved in:
7
The impact of hedge funds on asset markets
Kruttli, Mathias
;
Patton, Andrew J.
;
Ramadorai, Tarun
-
2013
Persistent link: https://www.econbiz.de/10010231955
Saved in:
8
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231970
Saved in:
9
The impact of hedge funds on asset markets
Kruttli, Mathias
;
Patton, Andrew J.
;
Ramadorai, Tarun
-
2014
Persistent link: https://www.econbiz.de/10010416816
Saved in:
10
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
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