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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Christoffersen, Peter F."
~person:"Fildes, Robert"
~person:"King, Sharmila"
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Capital income
Zeitreihenanalyse
Theorie
90
Theory
90
Forecasting model
61
Prognoseverfahren
61
Volatility
21
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21
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14
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11
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English
21
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Christoffersen, Peter F.
Fildes, Robert
King, Sharmila
Franses, Philip Hans
138
Phillips, Peter C. B.
130
Gil-Alaña, Luis A.
118
Koopman, Siem Jan
116
Caporale, Guglielmo Maria
98
Pesaran, M. Hashem
86
Diebold, Francis X.
83
Härdle, Wolfgang
77
Lütkepohl, Helmut
72
Koop, Gary
71
Timmermann, Allan
70
Engle, Robert F.
66
Teräsvirta, Timo
62
Bollerslev, Tim
60
McAleer, Michael
59
Harvey, Andrew C.
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Granger, C. W. J.
55
Swanson, Norman R.
55
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
51
Hyndman, Rob J.
50
Stambaugh, Robert F.
50
Ghysels, Eric
48
Bauwens, Luc
47
Hassler, Uwe
47
Hallin, Marc
46
Campbell, John Y.
45
Marcellino, Massimiliano
45
Taylor, Robert
45
Mills, Terence C.
43
Proietti, Tommaso
43
Harvey, Campbell R.
42
Lux, Thomas
42
Gao, Jiti
41
Hendry, David F.
41
Kapetanios, George
41
Perron, Pierre
41
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ECONIS (ZBW)
21
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1
A new bootstrapped hybrid artificial neural network approach for time series forecasting
Eğrioğlu, Erol
;
Fildes, Robert
- In:
Computational economics
59
(
2022
)
4
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10013260258
Saved in:
2
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
3
Is there a golden rule?
Fildes, Robert
;
Petropoulos, Fotios
- In:
Journal of business research : JBR
68
(
2015
)
8
,
pp. 1742-1745
Persistent link: https://www.econbiz.de/10011317070
Saved in:
4
Simple versus complex selection rules for forecasting many time series
Fildes, Robert
;
Petropoulos, Fotios
- In:
Journal of business research : JBR
68
(
2015
)
8
,
pp. 1692-1701
Persistent link: https://www.econbiz.de/10011317079
Saved in:
5
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
Saved in:
6
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
Saved in:
7
Judgemental methods and forecasting competition
Fildes, Robert
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009162057
Saved in:
8
Traditional time-series and computer-intensive methods
Fildes, Robert
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009162061
Saved in:
9
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003349891
Saved in:
10
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
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