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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~subject:"ARCH model"
~subject:"Forecasting"
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Forecasting
Sampling
Estimation theory
212
Schätztheorie
212
Prognoseverfahren
123
Time series analysis
74
Zeitreihenanalyse
74
Estimation
39
Schätzung
39
Volatility
26
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Statistische Verteilung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Economic forecast
11
Probability theory
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136
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136
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English
136
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Hyndman, Rob J.
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Ardia, David
2
Athanasopoulos, George
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Shi, Yanlin
2
Wu, Xinyu
2
Zhao, Yongchen
2
Ziel, Florian
2
Alt, Frank B.
1
Ando, Tomohiro
1
Antoniadis, Anestis
1
Armstrong, Jon Scott
1
Arnerić, Josip
1
Arteche, Josu
1
Bagnato, Luca
1
Baltagi, Badi H.
1
Barajas-Solano, David A.
1
Baronyan, Sayad
1
Barrow, Devon K.
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
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Finance research letters
International journal of forecasting
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of forecasting
73
Economics letters
71
Discussion paper / Tinbergen Institute
56
Econometric theory
50
Econometric reviews
37
Journal of the American Statistical Association : JASA
36
Statistics in transition : an international journal of the Polish Statistical Association
36
The econometrics journal
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of empirical finance
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Discussion paper series / IZA
24
CREATES research paper
23
NBER Working Paper
23
Applied economics
22
Discussion paper / Center for Economic Research, Tilburg University
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Europäische Hochschulschriften / 5
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion paper
21
Econometrics : open access journal
21
Economic modelling
20
Journal of financial econometrics
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Applied economics letters
19
Insurance / Mathematics & economics
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
NBER working paper series
17
European journal of operational research : EJOR
16
Journal of applied econometrics
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk
15
Working paper
15
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ECONIS (ZBW)
136
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
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