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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Estimation theory
37
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Time series analysis
14
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13
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9
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Emec, Hamdi
1
Galakis, John
1
Gulay, Emrah
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Nolte, Ingmar
1
Pappas, Vasileios
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Spreng, Lars
1
Stauskas, Ovidijus
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Vrontos, Ioannis D.
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Iranian economic review : journal of University of Tehran
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
International Journal of Energy Economics and Policy : IJEEP
7
Risks : open access journal
7
Journal of risk and financial management : JRFM
6
Econometrics : open access journal
5
Financial innovation : FIN
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Statistics in transition : an international journal of the Polish Statistical Association
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CBN journal of applied statistics
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Cambridge working papers in economics
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Energy reports
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European research studies
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Journal of forecasting
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ASTIN bulletin : the journal of the International Actuarial Association
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Amfiteatru economic : an economic and business research periodical
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics
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Applied economics letters
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cambridge-INET working papers
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Central European journal of economic modelling and econometrics
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Cleaner and responsible consumption
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Cogent economics & finance
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Computational management science
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Covid economics : vetted and real-time papers
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Decision analytics journal
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European financial and accounting journal : EFAJ
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Financial internet quarterly
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
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2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah
;
Emec, Hamdi
- In:
Iranian economic review : journal of University of Tehran
23
(
2019
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
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