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subject:"Forecasting model"
~person:"Corradi, Valentina"
~person:"Kumar, Dilip"
~person:"Marcellino, Massimiliano"
~subject:"Bayesian inference"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimator"
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Forecasting model
Bayesian inference
Estimation theory
37
Schätztheorie
37
Volatility
18
Volatilität
18
Prognoseverfahren
16
Estimation
13
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13
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12
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2
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Corradi, Valentina
Kumar, Dilip
Marcellino, Massimiliano
Tsionas, Efthymios G.
15
Zhang, Xinyu
12
Zhang, Xibin
9
Baltagi, Badi H.
8
Koop, Gary
8
Shang, Han Lin
8
Cai, Zongwu
7
Lahiri, Kajal
7
Swanson, Norman R.
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
Taylor, James W.
6
Ardia, David
5
Chevillon, Guillaume
5
Fosten, Jack
5
Gao, Jiti
5
Lee, Ji Hyung
5
Lopes, Hedibert Freitas
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rossi, Barbara
5
Simoni, Anna
5
Teräsvirta, Timo
5
Tsay, Ruey S.
5
Tu, Yundong
5
Ullah, Aman
5
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4
Bauwens, Luc
4
Bratu, Mihaela
4
Chaturvedi, Anoop
4
Cheng, Tingting
4
Clark, Todd E.
4
Clements, Adam
4
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4
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Journal of econometrics
4
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2
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2
The journal of prediction markets
2
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2
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1
IIMB management review
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ECONIS (ZBW)
17
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1
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
2
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
3
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
4
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
5
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
6
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
7
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
8
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
9
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
10
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
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