//--> //--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Dijk, Herman K. van"
~person:"Li, Kai"
~person:"Marcellino, Massimiliano"
~subject:"Portfolio-Management"
~subject:"Volatility"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Portfolio-Management
Volatility
Theorie
74
Theory
74
Forecasting model
32
Prognoseverfahren
32
VAR model
22
VAR-Modell
22
Estimation
20
Time series analysis
20
Schätzung
19
Bayes-Statistik
18
Bayesian inference
18
Frühindikator
16
Leading indicator
16
Factor analysis
13
Faktorenanalyse
13
Volatilität
11
USA
10
United States
10
Business cycle
8
Economic forecast
8
Konjunktur
8
Stochastic process
8
Stochastischer Prozess
8
Wirtschaftsprognose
8
Eurozone
7
Forecasting
7
Portfolio selection
7
Regression analysis
7
Regressionsanalyse
7
Scheduling problem
7
Scheduling-Verfahren
7
Euro area
6
Inflation
6
Schock
6
Shock
6
Algorithm
5
Algorithmus
5
more ...
less ...
Online availability
All
Undetermined
Free
75
Type of publication
All
Article
22
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Language
All
English
34
Author
All
Dijk, Herman K. van
Li, Kai
Marcellino, Massimiliano
Gupta, Rangan
28
Fabozzi, Frank J.
25
Escobar, Marcos
22
Gil-Alaña, Luis A.
21
Wang, Yudong
17
Chan, Joshua
16
Wong, Wing Keung
16
Ghysels, Eric
15
Wang, Ruodu
15
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Prigent, Jean-Luc
14
Spiliotis, Evangelos
14
Timmermann, Allan
14
Uppal, Raman
14
Forsyth, Peter A.
13
Koopman, Siem Jan
13
Wohar, Mark E.
13
Härdle, Wolfgang
12
Makridakis, Spyros G.
12
Nieuwerburgh, Stijn van
12
Righi, Marcelo Brutti
12
Vanduffel, Steven
12
Zagst, Rudi
12
Caporin, Massimiliano
11
Capponi, Agostino
11
Cui, Xiangyu
11
Herwartz, Helmut
11
Hyndman, Rob J.
11
Jawadi, Fredj
11
Kelly, Bryan T.
11
Kwon, Roy H.
11
Li, Duan
11
Lustig, Hanno
11
Muhle-Karbe, Johannes
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
more ...
less ...
Published in...
All
Discussion papers / CEPR
7
Discussion paper / Centre for Economic Policy Research
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of applied econometrics
3
Journal of economic behavior & organization : JEBO
2
International journal of forecasting
1
Journal of economic theory
1
Journal of financial economics
1
Operations research
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
3
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
4
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
6
Optimal dynamic momentum strategies
Li, Kai
;
Liu, Jun
- In:
Operations research
70
(
2022
)
4
,
pp. 2054-2068
Persistent link: https://www.econbiz.de/10013366412
Saved in:
7
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
8
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
9
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
Saved in:
10
Social interaction, volatility clustering, and momentum
He, Xue-zhong
;
Li, Kai
;
Santi, Caterina
;
Shi, Lei
- In:
Journal of economic behavior & organization : JEBO
203
(
2022
),
pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->