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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Hyndman, Rob J."
~person:"Klein, Tony"
~subject:"Forecasting model"
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Schock
Volatilität
Forecasting model
Estimation
4
Prognoseverfahren
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Schätzung
4
Commodity derivative
2
Forecast
2
Prognose
2
Rohstoffderivat
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Time series analysis
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Volatility
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Zeitreihenanalyse
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Agricultural commodities
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Agriculture commodity futures
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Australia
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Australien
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BEMD
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Bagging
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Bayes-Statistik
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Crude oil futures price
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Dynamic factor model
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ELM
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Economic forecast
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Erdöl
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Estimation theory
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HAR models
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Heterogeneous autoregressive model
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Infinite Hidden Markov switching process
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Internet
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Internet concern
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Least angular regression
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MCS test
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Markov chain
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Markov-Kette
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Median realized volatility
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Hyndman, Rob J.
Klein, Tony
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
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Giovannelli, Alessandro
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González-Rivera, Gloria
2
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Herwartz, Helmut
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Hou, Chenghan
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Kapetanios, George
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Lahiri, Kajal
2
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Marcellino, Massimiliano
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McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
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Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
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Ahmed, Shamim
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Algaba, Andres
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Altuğ, Sumru
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An, Zidong
1
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1
Andreini, Paolo
1
Antzulatos, Angelos A.
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Arai, Natsuki
1
Arroyo, Javier
1
Asai, Manabu
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International journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers on finance
2
Energy economics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
University of St.Gallen, School of Finance Research Paper
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ECONIS (ZBW)
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Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
4
Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012031079
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