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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type:"article"
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Capital income
Zeitreihenanalyse
Estimation theory
Prognoseverfahren
Schätzung
Theorie
946
Theory
946
Forecasting model
482
Time series analysis
242
Estimation
144
Volatility
111
Volatilität
111
Kapitaleinkommen
109
Portfolio selection
96
Portfolio-Management
96
Börsenkurs
83
Share price
83
ARCH model
70
ARCH-Modell
70
USA
59
United States
59
Schätztheorie
52
Exchange rate
49
Wechselkurs
49
Forecast
46
Prognose
46
Statistical distribution
46
Statistische Verteilung
46
Aktienmarkt
44
Stock market
44
Neural networks
42
Neuronale Netze
42
Risikomaß
41
Risk measure
41
CAPM
38
Bayes-Statistik
37
Bayesian inference
37
Yield curve
37
Zinsstruktur
37
forecasting
37
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Undetermined
170
Free
28
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Article
Book / Working Paper
6
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Article in journal
669
Aufsatz in Zeitschrift
669
Collection of articles of several authors
7
Sammelwerk
7
Conference paper
6
Konferenzbeitrag
6
Systematic review
2
Übersichtsarbeit
2
Conference proceedings
1
Konferenzschrift
1
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English
670
Author
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Dunis, Christian
8
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Karathanasopoulos, Andreas
6
Brooks, Chris
5
Gupta, Rangan
5
Hall, Stephen G.
5
Satchell, Stephen
5
Sermpinis, Georgios
5
Chen, Cathy W. S.
4
Lee, Jack C.
4
Mills, Terence C.
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Tavlas, George S.
4
Taylor, James W.
4
Tippett, Mark
4
Caporin, Massimiliano
3
Charemza, Wojciech
3
Chen, Jing
3
Clark, Todd E.
3
Granger, C. W. J.
3
Hwang, Soosung
3
Hyndman, Rob J.
3
Jiang, He
3
Kim, Jae H.
3
Kunst, Robert M.
3
Laws, Jason
3
Marsh, Ian
3
Meade, Nigel
3
Muradoğlu, Gülnur
3
Peel, David
3
Peña, Daniel
3
Pittis, Nikitas
3
Smith, Jeremy
3
Song, Xiaojing
3
Theofilatos, Konstantinos
3
Wang, Yudong
3
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Published in...
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Journal of forecasting
The European journal of finance
Economics letters
848
Journal of econometrics
812
International journal of forecasting
769
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
545
Applied economics
491
Econometric theory
438
Journal of applied econometrics
342
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
335
Economic modelling
332
Econometric reviews
308
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
290
Applied economics letters
279
Journal of economic dynamics & control
273
Journal of banking & finance
259
The review of economics and statistics
256
Journal of international money and finance
230
Journal of empirical finance
222
Oxford bulletin of economics and statistics
201
Finance research letters
195
Journal of financial economics
185
The journal of finance : the journal of the American Finance Association
182
European journal of operational research : EJOR
180
International review of economics & finance : IREF
177
Journal of macroeconomics
175
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
164
Journal of monetary economics
163
Journal of quantitative economics : official journal of the Indian Econometric Society
157
Energy economics
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Applied financial economics
149
Computational economics
149
International review of financial analysis
149
Macroeconomic dynamics
139
The review of financial studies
137
American journal of agricultural economics
136
International economic review
133
The economic journal : the journal of the Royal Economic Society
129
The American economic review
125
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ECONIS (ZBW)
670
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1
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670
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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
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
4
Reference class selection in similarity-based forecasting of corporate sales growth
Theising, Etienne
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10014338812
Saved in:
5
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.
;
Wu, Junxiang
;
Zhang, Zhaoyong
;
Zheng, …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Saved in:
6
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha M.
;
Lassila, Jukka
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1560-1568
Persistent link: https://www.econbiz.de/10014432721
Saved in:
8
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
9
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
10
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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