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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Correlation"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Correlation
Time series analysis
Estimation theory
148
Schätztheorie
148
Theorie
49
Theory
48
Zeitreihenanalyse
39
Estimation
25
Schätzung
25
Capital income
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Kim, Tae-hwan
3
Mizon, Grayham E.
3
De Luca, Giovanni
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
2
Kim, Yunmi
2
Nimalendran, Mahendrarajah
2
Peña, Daniel
2
Planas, Christophe
2
Rivieccio, Giorgia
2
Schaumburg, Ernst
2
Ardia, David
1
Banerjee, Anindya
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Bluteau, Keven
1
Bodnar, Taras
1
Bongiorno, Christian
1
Boudoukh, Jacob
1
Bufalo, Michele
1
Challet, Damien
1
Chen, Hui
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Chernov, Mikhail
1
Conley, Timothy G.
1
Dong, Chaohua
1
Du, Xiuli
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Ehrbeck, Tilman
1
Engle, Robert F.
1
Ergün, Tolga
1
Fang, Puyi
1
Gao, Zhaoxing
1
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European University Institute / Department of Economics
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EUI working paper / ECO
Finance research letters
The review of financial studies
Journal of econometrics
427
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Economics letters
183
Econometric theory
177
International journal of forecasting
135
Discussion paper / Tinbergen Institute
117
Journal of forecasting
105
Econometric reviews
101
Working paper / Department of Econometrics and Business Statistics, Monash University
77
CREATES research paper
72
Applied economics letters
64
Journal of the American Statistical Association : JASA
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Journal of applied econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The econometrics journal
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NBER Working Paper
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Applied economics
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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NBER working paper series
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Oxford bulletin of economics and statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
72
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1
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:
2
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
3
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
4
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
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5
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
6
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
7
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
8
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
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9
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
10
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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