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subject:"Prognoseverfahren"
~person:"Alexander, Carol"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~person:"Mitchell, James"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Statistical distribution
19
Statistische Verteilung
19
Forecasting model
17
Theorie
9
Theory
9
Bayes-Statistik
6
Bayesian inference
6
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
4
ARCH-Modell
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Density forecasting
3
Estimation
3
Risikomaß
3
Risk measure
3
Schätzung
3
Simulation
3
Statistical theory
3
Statistische Methodenlehre
3
Approximate predictive distributions
2
Bayesian filtering
2
Density forecast combination
2
Estimation theory
2
Frühindikator
2
GARCH
2
Leading indicator
2
Real-time data
2
Schätztheorie
2
Skewness
2
Survey forecast
2
USA
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United States
2
Value-at-Risk
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1990-2010
1
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Aufsatz in Zeitschrift
Arbeitspapier
39
Graue Literatur
39
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39
Working Paper
39
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17
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English
17
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Alexander, Carol
Dijk, Herman K. van
Gerdrup, Karsten R.
Mitchell, James
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Taylor, James W.
7
Paolella, Marc S.
6
Clements, Michael P.
5
Dijk, Dick van
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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International journal of forecasting
5
Journal of econometrics
5
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International review of financial analysis
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
17
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1
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:
2
Censored density forecasts : production and evaluation
Mitchell, James
;
Weale, Martin
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 714-734
Persistent link: https://www.econbiz.de/10014338140
Saved in:
3
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:
4
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:
5
Does judgment improve macroeconomic density forecasts?
Galvão, Ana Beatriz C.
;
Garratt, Anthony
;
Mitchell, James
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1247-1260
Persistent link: https://www.econbiz.de/10012794855
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
Generalised density forecast combinations
Kapetanios, George
;
Mitchell, James
;
Price, Simon
; …
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 150-165
Persistent link: https://www.econbiz.de/10011500286
Saved in:
9
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
Saved in:
10
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
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