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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Handbook of economic forecasting ; 1"
~isPartOf:"International journal of forecasting"
~subject:"Prognose"
~subject:"Volatility"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Prognose
Volatility
Estimation theory
92
Schätztheorie
92
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85
Prognoseverfahren
85
Time series analysis
39
Zeitreihenanalyse
39
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20
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Clements, Adam
2
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1
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1
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1
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1
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Handbook of economic forecasting ; 1
International journal of forecasting
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric reviews
28
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
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16
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9
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8
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7
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7
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7
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Insurance / Mathematics & economics
5
International journal of financial engineering
5
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5
The journal of risk model validation
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Operations research
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Theoretical economics letters
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IIMB management review
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International journal of computational economics and econometrics : IJCEE
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
5
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
6
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 237-254
Persistent link: https://www.econbiz.de/10012692700
Saved in:
7
Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
8
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
9
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
10
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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