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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Risk measure"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Risk measure
Time series analysis
Estimation theory
148
Schätztheorie
148
Theorie
49
Theory
48
Zeitreihenanalyse
39
Estimation
25
Schätzung
25
Capital income
22
Kapitaleinkommen
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Maravall, Agustín
4
Haldrup, Niels
3
Mizon, Grayham E.
3
De Luca, Giovanni
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Hendry, David F.
2
Johansen, Søren
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
Boudoukh, Jacob
1
Bufalo, Michele
1
Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Du, Xiuli
1
Dutta, Sumanjay
1
Eckbo, B. Espen
1
Ehrbeck, Tilman
1
Engle, Robert F.
1
Fang, Puyi
1
Gao, Zhaoxing
1
George, Thomas J.
1
González-Rivera, Gloria
1
Gormley, Todd A.
1
Grable, John E.
1
Grillenzoni, Carlo
1
Guégan, Dominique
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EUI working paper / ECO
Finance research letters
The review of financial studies
Journal of econometrics
398
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Econometric theory
169
Economics letters
163
International journal of forecasting
136
Discussion paper / Tinbergen Institute
116
Journal of forecasting
106
Econometric reviews
97
Working paper / Department of Econometrics and Business Statistics, Monash University
75
CREATES research paper
71
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of applied econometrics
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
The review of economics and statistics
54
Applied economics
52
Working paper / National Bureau of Economic Research, Inc.
52
Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Cowles Foundation discussion paper
47
Computational economics
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NBER Working Paper
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Journal of time series econometrics
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
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Journal of empirical finance
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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
33
Technical working paper / National Bureau of Economic Research
33
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32
Journal of banking & finance
32
SFB 649 discussion paper
32
Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
69
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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
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:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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