//--> //--> //--> //-->
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
person:"Beine, Michel"
subject:"EU-Staaten"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research working papers / Federal Reserve Bank of Kansas City"
~person:"Clark, Todd E."
~person:"Gerlach, Richard"
~person:"Lux, Thomas"
~person:"Smith, Jeremy"
~subject:"Autocorrelation"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
~subject:"USA"
~subject:"Volatilität"
~type:"article"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Autocorrelation
Prognoseverfahren
Statistischer Test
USA
Volatilität
Theorie
17
Theory
17
Forecasting model
16
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Risikomaß
4
Risk measure
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Volatility
4
Bayes-Statistik
3
Bayesian inference
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Aktienindex
2
Börsenkurs
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Markov chain
2
Markov chain Monte Carlo
2
Markov-Kette
2
Schätztheorie
2
Share price
2
Simulation
2
Stock index
2
United States
2
Value-at-Risk
2
value-at-risk
2
Autokorrelation
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Beine, Michel
Clark, Todd E.
Gerlach, Richard
Lux, Thomas
Smith, Jeremy
Makridakis, Spyros G.
19
Hyndman, Rob J.
18
Clements, Michael P.
16
Franses, Philip Hans
15
Marcellino, Massimiliano
11
Armstrong, Jon Scott
10
Fildes, Robert
10
Taylor, James W.
10
Timmermann, Allan
10
Assimakopoulos, V.
9
Hendry, David F.
9
Spiliotis, Evangelos
9
Önkal, Dilek
9
Koopman, Siem Jan
8
Athanasopoulos, George
7
Collopy, Frederick Lynch
7
Goodwin, Paul
7
Granger, C. W. J.
7
Koehler, Anne B.
7
Ord, John Keith
7
Petropoulos, Fotios
7
Thomakos, Dimitrios D.
7
Chen, Cathy W. S.
6
Dijk, Dick van
6
García-Ferrer, Antonio
6
Gooijer, Jan G. de
6
Harvey, Nigel
6
Herwartz, Helmut
6
O'Connor, Marcus J.
6
Reade, J. James
6
Snyder, Ralph D.
6
González-Rivera, Gloria
5
Goude, Yannig
5
Hecq, Alain W. J.
5
Kang, Yanfei
5
Kim, Jae H.
5
Koop, Gary
5
Lawrence, Michael J.
5
more ...
less ...
Published in...
All
International journal of forecasting
Journal of forecasting
Research working papers / Federal Reserve Bank of Kansas City
Journal of applied econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Cahiers économiques de Bruxelles
1
Econometric reviews
1
Empirica : journal of european economics
1
Exchange rates and global financial policies
1
Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
International economic review
1
International journal of theoretical and applied finance
1
Journal of banking & finance
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 international money and finance
1
Journal of mathematical economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Quantitative finance
1
The European journal of finance
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
4
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
5
Variational Bayes for assessment of dynamic quantile forecasts
Gerlach, Richard
;
Abeywardana, Sachin
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1385-1402
Persistent link: https://www.econbiz.de/10011622172
Saved in:
6
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
7
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
Saved in:
8
Scoring rules and survey density forecasts
Boero, Gianna
;
Smith, Jeremy
;
Wallis, Kenneth Frank
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10009247488
Saved in:
9
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
Saved in:
10
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->