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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Journal of forecasting"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Monte Carlo simulation
Schätzung
Stochastischer Prozess
Estimation theory
133
Schätztheorie
133
Forecasting model
74
Prognoseverfahren
74
Time series analysis
54
Zeitreihenanalyse
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Theorie
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Theory
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Chan, Ngai Hang
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Adkins, Lee Chester
1
Ai, Chunrong
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An, Yang
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Bermejo, Miguel Ángel
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Applying maximum entropy to econometric problems
Journal of forecasting
Journal of econometrics
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
137
Econometric reviews
84
Economic modelling
70
Applied economics letters
67
Discussion paper / Tinbergen Institute
66
Discussion paper series / IZA
64
NBER Working Paper
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CEMMAP working papers / Centre for Microdata Methods and Practice
57
NBER working paper series
56
Applied economics
54
Working paper / National Bureau of Economic Research, Inc.
47
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Econometric theory
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
43
Computational economics
41
The econometrics journal
41
Working paper
41
Quantitative economics : QE ; journal of the Econometric Society
39
European journal of operational research : EJOR
37
Econometrics : open access journal
36
IZA Discussion Paper
36
Journal of the American Statistical Association : JASA
36
CESifo working papers
33
CREATES research paper
33
Discussion paper
33
Discussion papers / CEPR
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
International journal of forecasting
28
Journal of banking & finance
28
Journal of empirical finance
28
Insurance / Mathematics & economics
26
SFB 649 discussion paper
25
Finance research letters
24
The review of economics and statistics
24
Discussion papers of interdisciplinary research project 373
23
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
4
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
5
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
6
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
7
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
8
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
9
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
10
Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
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