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
~subject:"Forecasting model"
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
Towards a microscopic theory o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Stochastischer Prozess
19,333
Stochastic process
19,154
Theorie
10,533
Theory
10,522
Volatilität
4,130
Volatility
4,126
Optionspreistheorie
3,720
Option pricing theory
3,714
Mathematical programming
2,664
Mathematische Optimierung
2,664
Portfolio selection
1,889
Portfolio-Management
1,889
Zeitreihenanalyse
1,741
Time series analysis
1,734
Estimation theory
1,676
Schätztheorie
1,676
Estimation
1,510
Schätzung
1,505
Markov chain
1,365
Markov-Kette
1,365
Risk
1,240
Risiko
1,232
Option trading
891
Optionsgeschäft
891
Monte-Carlo-Simulation
873
Monte Carlo simulation
872
Statistical distribution
845
Statistische Verteilung
845
Simulation
835
Dynamische Optimierung
834
Dynamic programming
833
CAPM
826
Derivat
819
Derivative
819
Börsenkurs
811
Share price
809
Prognoseverfahren
801
Wahrscheinlichkeitsrechnung
704
Probability theory
695
more ...
less ...
Online availability
All
Free
331
Undetermined
270
CC license
36
Type of publication
All
Article
486
Book / Working Paper
315
Type of publication (narrower categories)
All
Article in journal
467
Aufsatz in Zeitschrift
467
Graue Literatur
178
Non-commercial literature
178
Arbeitspapier
164
Working Paper
164
Hochschulschrift
16
Aufsatz im Buch
14
Book section
14
Thesis
13
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
2
Collection of articles written by one author
2
Conference paper
2
Konferenzbeitrag
2
Lehrbuch
2
Sammlung
2
Textbook
2
Amtsdruckschrift
1
Glossar enthalten
1
Glossary included
1
Government document
1
Handbook
1
Handbuch
1
Interview
1
Rezension
1
more ...
less ...
Language
All
English
782
German
16
Polish
2
Romanian
1
Author
All
Chan, Joshua
18
Zhang, Bo
14
Koopman, Siem Jan
12
Schorfheide, Frank
12
Asai, Manabu
11
Clark, Todd E.
11
McAleer, Michael
11
Cross, Jamie
10
Lütkepohl, Helmut
10
Mertens, Elmar
10
Nason, James Michael
9
Shin, Minchul
9
Marcellino, Massimiliano
8
Gupta, Rangan
7
Antonio, Katrien
6
Caporin, Massimiliano
6
Corsi, Fulvio
6
Diebold, Francis X.
6
Martin, Gael M.
6
Renò, Roberto
6
Sill, D. Keith
6
Carriero, Andrea
5
Craig, Ben R.
5
Eisenstat, Eric
5
Hou, Chenghan
5
Koop, Gary
5
Kryshko, Maxym
5
Ma, Feng
5
Pirino, Davide
5
Swanson, Norman R.
5
Bardoutsos, Anastasios
4
Chan, Joshua C. C.
4
Denuit, Michel
4
Frazier, David T.
4
Guidolin, Massimo
4
Keller, Joachim G.
4
Koo, Bonsoo
4
Li, Johnny Siu-Hang
4
Loiza-Maya, Ruben
4
Ouburg, Wilbert
4
more ...
less ...
Institution
All
National Bureau of Economic Research
3
European University Institute / Department of Law
2
Agricultural Land Markets - Efficiency and Regulation
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
University of Canterbury / Dept. of Economics and Finance
1
University of Exeter / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
International journal of forecasting
30
Journal of forecasting
24
Discussion paper / Tinbergen Institute
17
Journal of econometrics
17
Risks : open access journal
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Quantitative finance
14
CAMA working paper series
12
Insurance / Mathematics & economics
12
Energy economics
11
European journal of operational research : EJOR
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Computational economics
7
Journal of empirical finance
7
Working paper
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Applied economics
6
CAMA Working Paper
6
Econometrics : open access journal
6
International journal of theoretical and applied finance
6
Journal of banking & finance
6
Journal of mathematical finance
6
Journal of risk and financial management : JRFM
6
Econometric reviews
5
Economic modelling
5
Finance research letters
5
Scandinavian actuarial journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Discussion paper
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Federal Reserve Bank of Cleveland working paper series
4
International Journal of Energy Economics and Policy : IJEEP
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
more ...
less ...
Source
All
ECONIS (ZBW)
801
Showing
1
-
10
of
801
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
2
Sound branch cash management for less : a low-cost forecasting algorithm under uncertain demand
García Cabello, Julia
;
Lobillo, F. J.
- In:
Omega : the international journal of management science
70
(
2017
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011711980
Saved in:
3
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
4
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
5
A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
Saved in:
6
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
7
Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark
;
Neuberger, Anthony
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 839-866
Persistent link: https://www.econbiz.de/10001497298
Saved in:
8
Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf
-
1999
Persistent link: https://www.econbiz.de/10001423502
Saved in:
9
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
10
A stochastic approach to model validation
Luis, Steve
;
McLaughlin, Dennis
-
1992
Persistent link: https://www.econbiz.de/10000840192
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
