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subject:"Schätzung"
~isPartOf:"Journal of forecasting"
~subject:"Markov-Kette"
~subject:"Statistical distribution"
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Schätzung
Markov-Kette
Statistical distribution
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
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16
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16
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15
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Chen, Cathy W. S.
2
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1
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1
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Gerlach, Richard
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Journal of forecasting
Journal of econometrics
55
Discussion paper / Tinbergen Institute
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of applied econometrics
26
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Computational economics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Economics letters
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
International journal of forecasting
14
CAMA working paper series
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Risks : open access journal
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European journal of operational research : EJOR
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
3
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
4
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
5
Multicategory purchase incidence models for partitions of product categories
Hruschka, Harald
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 230-240
Persistent link: https://www.econbiz.de/10011729245
Saved in:
6
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
7
Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.
;
Whiteman, Charles H.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
Saved in:
8
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
9
Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Saved in:
10
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro
;
Kunst, Robert M.
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 579-596
Persistent link: https://www.econbiz.de/10009354698
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