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subject:"Prognoseverfahren"
~person:"Dijk, Herman K. van"
~person:"Gerdrup, Karsten R."
~person:"Paolella, Marc S."
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
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19
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13
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9
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Dijk, Herman K. van
Gerdrup, Karsten R.
Paolella, Marc S.
Ravazzolo, Francesco
10
Blazsek, Szabolcs
7
Mitchell, James
7
Taylor, James W.
7
Clements, Michael P.
5
Dijk, Dick van
5
Gerlach, Richard
5
Gupta, Rangan
5
Norets, Andriy
5
Pierdzioch, Christian
5
Casarin, Roberto
4
Diks, Cees G. H.
4
González-Rivera, Gloria
4
Huber, Florian
4
Kang, Kyu Ho
4
Opschoor, Anne
4
Pelenis, Justinas
4
Ruiz, Esther
4
Smith, Michael S.
4
Walker, Stephen G.
4
Ziel, Florian
4
Ñíguez, Trino-Manuel
4
Aastveit, Knut Are
3
Alexander, Carol
3
Almeida, Caio
3
Ardison, Kym
3
Caporin, Massimiliano
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clark, Todd E.
3
Clements, Adam
3
Damien, Paul
3
Galvão, Ana Beatriz C.
3
Garcia, René
3
Hoogerheide, Lennart
3
Hwang, Ruey-Ching
3
Jiang, Cuixia
3
Jin, Xin
3
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of financial economics
1
Applied financial economics
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of forecasting
1
The European journal of finance
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ECONIS (ZBW)
13
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13
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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
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
3
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:
4
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:
5
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
6
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
7
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
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
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:
10
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
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