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Forecasting model
Theorie
150
Theory
150
Time series analysis
78
Zeitreihenanalyse
78
Credit risk
56
Kreditrisiko
56
Schätzung
52
Estimation
51
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40
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32
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32
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26
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26
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21
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20
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20
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20
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20
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20
Stochastic process
20
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20
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19
State space model
19
Zustandsraummodell
19
Börsenkurs
18
Risiko
18
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18
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17
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17
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29
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English
44
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Lucas, André
25
Taylor, Nicholas
19
Koopman, Siem Jan
17
Schwaab, Bernd
9
Blasques, Francisco
5
Łasak, Katarzyna
5
Clements, Michael P.
3
Opschoor, Anne
3
Zhang, Xin
3
Forbes, Catherine Scipione
2
Mira, Svetlana
2
Nucera, Federico
2
Perron, Pierre
2
Scharth, Marcel
2
Xu, Jiawen
2
Banachewicz, Konrad
1
Barra, István
1
Choi, Young-Soo
1
Creal, Drew
1
Dijk, Dick van
1
Dijk, Ronald van
1
Kloek, Teunis
1
Peerlings, Dewi
1
Rossini, Luca
1
Zamojski, Marcin
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Discussion paper / Tinbergen Institute
11
International journal of forecasting
11
Journal of forecasting
4
Accounting and finance
1
Applied economics letters
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
The European journal of finance
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The Manchester School
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ECONIS (ZBW)
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Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
2
The determinants of future US monetary policy : high-frequency evidence
Taylor, Nicholas
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
2/3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10003962343
Saved in:
3
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:
4
Realized volatility forecasting in an international context
Taylor, Nicholas
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
Saved in:
5
A formula for the economic value of return predictability
Taylor, Nicholas
- In:
The European journal of finance
19
(
2013
)
1/2
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009733303
Saved in:
6
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:
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
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
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 predictive value of temporally disaggregated volatility : evidence from index futures markets
Taylor, Nicholas
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 721-742
Persistent link: https://www.econbiz.de/10003799956
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