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subject:"Portfolio-Management"
subject:"United States"
~person:"Clark, Todd E."
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Portfolio-Management
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Clark, Todd E.
Fabozzi, Frank J.
50
Franses, Philip Hans
44
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39
Gupta, Rangan
39
Timmermann, Allan
38
Diebold, Francis X.
34
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32
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28
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27
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27
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27
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26
Marcellino, Massimiliano
26
Jarrow, Robert A.
25
Li, Duan
25
Swanson, Norman R.
25
Moosa, Imad A.
24
Pierdzioch, Christian
24
Wang, Yudong
24
Bollerslev, Tim
23
Chavas, Jean-Paul
23
Makridakis, Spyros G.
23
Satchell, Stephen
23
Zagst, Rudi
23
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22
Lo, Andrew W.
22
Dijk, Dick van
20
Koop, Gary
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Engle, Robert F.
19
Ferson, Wayne E.
19
Lien, Da-hsiang Donald
19
MacDonald, Ronald
19
Wang, Ruodu
19
Campbell, John Y.
18
Christiano, Lawrence J.
18
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18
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18
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Journal of applied econometrics
6
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ECONIS (ZBW)
18
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1
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1
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:
2
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:
3
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
4
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
5
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
6
Tests of equal forecast accuracy for overlapping models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
Saved in:
7
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
8
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
9
Combining forecasts from nested models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
3
,
pp. 303-329
Persistent link: https://www.econbiz.de/10003837793
Saved in:
10
Improving forecast accuracy by combining recursive and rolling forecasts
Clark, Todd E.
;
McCracken, Michael W.
- In:
International economic review
50
(
2009
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10003843049
Saved in:
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