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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Dijk, Herman K. van"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"ARCH-Modell"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Schätzung"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
ARCH-Modell
Bayes-Statistik
Bayesian inference
Bootstrap approach
Estimation
Markov chain
Markov-Kette
Schätzung
Time varying parameters
Theorie
27
Theory
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Dijk, Herman K. van
Ghose, Devajyoti
González-Rivera, Gloria
Paccagnini, Alessia
Spanos, Aris
Franses, Philip Hans
13
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Taylor, Robert
9
Assimakopoulos, V.
8
Hendry, David F.
8
Phillips, Peter C. B.
8
Proietti, Tommaso
8
Ruiz, Esther
8
Spiliotis, Evangelos
8
Kapetanios, George
7
Marcellino, Massimiliano
7
Harvey, David I.
6
Herwartz, Helmut
6
Koehler, Anne B.
6
Kumbhakar, Subal
6
Leybourne, Stephen James
6
Lucas, André
6
McAleer, Michael
6
Perron, Pierre
6
An, Sungbae
5
Clements, Michael P.
5
Kang, Yanfei
5
Kilian, Lutz
5
Koop, Gary
5
Maasoumi, Esfandiar
5
Petropoulos, Fotios
5
Rua, António
5
Schorfheide, Frank
5
Swanson, Norman R.
5
Andreou, Elena
4
Caporin, Massimiliano
4
Chan, Joshua
4
Dijk, Dick van
4
Foroni, Claudia
4
Griggs, Kenneth
4
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
5
Oxford bulletin of economics and statistics
4
Applied economics
3
Economics letters
3
Journal of applied econometrics
3
Econometrics : open access journal
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of macroeconomics
2
A companion to economic forecasting
1
Central European journal of economic modelling and econometrics
1
Econometric theory
1
Handbook of empirical economics and finance
1
Insurance / Mathematics & economics
1
International journal of computational economics and econometrics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of commodity markets
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The econometrics journal
1
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ECONIS (ZBW)
21
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
4
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
5
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
6
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
7
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Baştürk, Nalan
; …
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Saved in:
8
Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 34-35
Persistent link: https://www.econbiz.de/10009580811
Saved in:
9
Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns
González-Rivera, Gloria
;
Arroyo, Javier
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10009580813
Saved in:
10
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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