Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hauptkomponentenanalyse"
~subject:"Time series analysis"
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
A forecast evaluation of PCA-b...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Hauptkomponentenanalyse
Time series analysis
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Estimation
2
Interest rate derivative
2
Schätzung
2
Zeitreihenanalyse
2
Zinsderivat
2
2000-2008
1
ARMA model
1
ARMA-Modell
1
Bewertung
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Contingency tables
1
Correlation
1
Directional accuracy
1
EU countries
1
EU-Staaten
1
Equity returns predictions
1
Euribor rate predictions
1
Euromarkets
1
Euromarkt
1
Europa
1
Europe
1
Evaluation
1
Forecast
1
Forecast evaluation
1
Kapitaleinkommen
1
Korrelation
1
Principal component analysis
1
Prognose
1
Prognosefehler
1
Prognosequalität
1
Qualitative Methode
1
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
Language
All
English
3
Author
All
Blaskowitz, Oliver Jim
3
Herwartz, Helmut
2
Schmidt, Peter
1
Published in...
All
Applied quantitative finance : theory and computational tools
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long memory effects trading strategy
Blaskowitz, Oliver Jim
;
Schmidt, Peter
- In:
Applied quantitative finance : theory and computational …
,
(pp. 309-322)
.
2002
Persistent link: https://www.econbiz.de/10001750011
Saved in:
2
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
Saved in:
3
Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
