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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:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Koehler, Anne B."
~person:"Paccagnini, Alessia"
~person:"Ruiz, Esther"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Bootstrap approach"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Bootstrap approach
Estimation
Markov chain
Markov-Kette
Time varying parameters
Theorie
34
Theory
34
Time series analysis
20
Forecasting model
18
Prognoseverfahren
18
Statistical distribution
6
Statistische Verteilung
6
Modellierung
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Scientific modelling
5
ARCH model
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ARCH-Modell
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Bootstrap-Verfahren
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Einheitswurzeltest
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Estimation theory
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Heteroscedasticity
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Heteroskedastizität
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Schätztheorie
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Schätzung
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State space model
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Statistical test
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Statistischer Test
4
Unit root test
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Volatility
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Volatilität
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Zustandsraummodell
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Capital income
3
Kapitaleinkommen
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Risk
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Frühindikator
2
Leading indicator
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Risiko
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25
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25
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25
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Koehler, Anne B.
Paccagnini, Alessia
Ruiz, Esther
Spanos, Aris
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Franses, Philip Hans
9
Koopman, Siem Jan
9
Taylor, Robert
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Hendry, David F.
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Lucas, André
6
Marcellino, Massimiliano
6
An, Sungbae
5
Clements, Michael P.
5
Dijk, Herman K. van
5
Herwartz, Helmut
5
Kang, Yanfei
5
Kilian, Lutz
5
Koop, Gary
5
Maasoumi, Esfandiar
5
Petropoulos, Fotios
5
Schorfheide, Frank
5
Swanson, Norman R.
5
Andreou, Elena
4
Chan, Joshua
4
Dijk, Dick van
4
Foroni, Claudia
4
Griggs, Kenneth
4
Harvey, Nigel
4
Maheu, John M.
4
Martin, Gael M.
4
McAleer, Michael
4
O'Connor, Marcus J.
4
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Bank of Finland research discussion papers
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Economics letters
5
Applied economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
A companion to economic forecasting
1
Computational economics
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometric theory
1
Handbook of empirical economics and finance
1
Información comercial española / Cuadernos económicos
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 applied econometrics
1
Journal of commodity markets
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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
SERIEs : Journal of the Spanish Economic Association
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 econometrics journal
1
The review of economic studies
1
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ECONIS (ZBW)
25
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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
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
4
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:
5
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de
;
Hotta, Luiz K.
;
Ruiz, Esther
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Saved in:
6
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:
7
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
8
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:
9
Models for optimising the theta method and their relationship to state space models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
10
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
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