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subject:"Prognoseverfahren"
~person:"Alexander, Carol"
~person:"Dijk, Dick van"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Statistical distribution
20
Statistische Verteilung
20
Forecasting model
15
Theorie
12
Theory
12
Bayes-Statistik
6
Bayesian inference
6
Time series analysis
6
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6
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5
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3
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Approximate predictive distributions
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Capital income
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GARCH
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Maßzahl
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Multivariate Verteilung
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Multivariate distribution
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Portfolio selection
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Portfolio-Management
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2
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Article
15
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Aufsatz in Zeitschrift
Arbeitspapier
31
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31
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31
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31
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15
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15
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Alexander, Carol
Dijk, Dick van
Dijk, Herman K. van
Gerdrup, Karsten R.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Paolella, Marc S.
6
Clements, Michael P.
5
Gerlach, Richard
5
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Gupta, Rangan
4
Kang, Kyu Ho
4
Opschoor, Anne
4
Pierdzioch, Christian
4
Ruiz, Esther
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Casarin, Roberto
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Hoogerheide, Lennart
3
Huber, Florian
3
Hwang, Ruey-Ching
3
Jiang, Cuixia
3
Jin, Xin
3
Jore, Anne Sofie
3
Kiani, Khurshid M.
3
Lazar, Emese
3
Lee, Tae-hwy
3
Maheu, John M.
3
Olmo, Jose
3
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Journal of econometrics
5
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CeNDEF working paper
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
15
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15
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1
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
Saved in:
2
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
3
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
4
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
5
Analytic moments for GJR-GARCH (1, 1) processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012692629
Saved in:
6
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
7
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
8
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
9
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
10
Nowcasting GDP in real time : a density combination approach
Aastveit, Knut Are
;
Gerdrup, Karsten R.
;
Jore, Anne Sofie
; …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 48-68
Persistent link: https://www.econbiz.de/10010380480
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