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source:"econis"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Theorie
850
Theory
850
Forecasting model
705
Prognoseverfahren
705
Time series analysis
316
Zeitreihenanalyse
316
Forecast
115
Prognose
114
Schätzung
90
Volatility
76
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76
Economic forecast
70
Wirtschaftsprognose
70
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66
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66
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60
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54
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54
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53
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49
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49
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46
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Probability theory
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39
VAR-Modell
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37
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United States
37
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Aufsatz in Zeitschrift
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90
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Koopman, Siem Jan
3
Gerlach, Richard
2
Huber, Florian
2
Marcellino, Massimiliano
2
Mumtaz, Haroon
2
Rua, António
2
Ahmed, Shamim
1
Algaba, Andres
1
Anderson, Heather M.
1
Arroyo, Javier
1
Audrino, Francesco
1
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1
Barnett, Alina
1
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1
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1
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1
Blasques, Francisco
1
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1
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1
Boudt, Kris
1
Breitung, Jörg
1
Bräuning, Falk
1
Camacho, Maximo
1
Carvalho, Miguelde
1
Cascaldi-Garcia, Danilo
1
Catania, Leopoldo
1
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1
Chabchoub, Habib
1
Chan, Joshua
1
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1
Chen, Cathy W. S.
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Choi, Seung-mook S.
1
Christou, Costas
1
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1
Cooke, Roger M.
1
Coroneo, Laura
1
Cross, Jamie
1
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International journal of forecasting
Applied economics
316
Economics letters
208
Economic modelling
194
Applied economics letters
169
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Journal of international money and finance
155
Journal of applied econometrics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
International review of economics & finance : IREF
122
Journal of economic dynamics & control
122
Journal of banking & finance
119
Journal of macroeconomics
117
The review of economics and statistics
110
Journal of empirical finance
99
Applied financial economics
95
Journal of monetary economics
95
European economic review : EER
90
Journal of international economics
88
Macroeconomic dynamics
88
Journal of urban economics
85
Journal of financial economics
84
The journal of finance : the journal of the American Finance Association
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The American economic review
77
Journal of forecasting
75
Energy economics
74
Finance research letters
74
Journal of money, credit and banking : JMCB
74
Econometric reviews
73
The economic journal : the journal of the Royal Economic Society
73
The Canadian journal of economics
72
American journal of agricultural economics
70
The European journal of finance
69
International journal of finance & economics : IJFE
67
International review of financial analysis
63
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
56
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ECONIS (ZBW)
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21
Expert forecasting with and without uncertainty quantification and weighting : What do the data say?
Cooke, Roger M.
;
Marti, Deniz
;
Mazzuchi, Thomas
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 378-387
Persistent link: https://www.econbiz.de/10012693076
Saved in:
22
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
23
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
24
Interpretable sports team rating models based on the gradient descent algorithm
Lasek, Jan
;
Gagolewski, Marek
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1061-1071
Persistent link: https://www.econbiz.de/10012794803
Saved in:
25
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
26
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
27
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:
28
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
29
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
30
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
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