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subject:"Prognoseverfahren"
~person:"Alexander, Carol"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Theorie
Statistical distribution
12
Statistische Verteilung
12
Forecasting model
10
Theory
8
Bayes-Statistik
6
Bayesian inference
6
Time series analysis
5
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5
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Bayesian filtering
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Estimation theory
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1990-2010
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Aufsatz in Zeitschrift
Arbeitspapier
37
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37
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36
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36
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12
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12
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Alexander, Carol
Dijk, Herman K. van
Gerdrup, Karsten R.
Nadarajah, Saralees
16
Landsman, Zinoviy
14
Fabozzi, Frank J.
11
Furman, Edward
10
Gómez-Déniz, Emilio
10
Ravazzolo, Francesco
10
Račev, Svetlozar T.
10
Taylor, James W.
9
Calderín-Ojeda, Enrique
8
Cossette, Hélène
8
Kim, Young Shin
8
Paolella, Marc S.
8
Sarabia Alzaga, José Maria
8
Su, Jianxi
8
Wang, Ruodu
8
Blazsek, Szabolcs
7
Kotz, Samuel
7
Lucas, André
7
Mitchell, James
7
Natarajan, Karthik
7
Akira Toda, Alexis
6
Bee, Marco
6
Constantinescu, Corina
6
Denuit, Michel
6
Dhaene, Jan
6
Dijk, Dick van
6
Hong, Yongmiao
6
Hua, Lei
6
Härdle, Wolfgang
6
Maheu, John M.
6
Opschoor, Anne
6
Perote, Javier
6
Satchell, Stephen
6
Shushi, Tomer
6
Vernic, Raluca
6
Ñíguez, Trino-Manuel
6
Alai, Daniel H.
5
Alfarano, Simone
5
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Journal of econometrics
4
International journal of forecasting
3
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International review of financial analysis
1
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ECONIS (ZBW)
12
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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
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:
3
Targeting Kollo skewness with random orthogonal matrix simulation
Alexander, Carol
;
Meng, Xiaochun
;
Wei, Wei
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 362-376
Persistent link: https://www.econbiz.de/10013206991
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
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:
6
A parsimonious parametric model for generating margin requirements for futures
Alexander, Carol
;
Kaeck, Andreas
;
Sumawong, Anannit
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011979406
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
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:
9
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:
10
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
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