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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Hyndman, Rob J."
~person:"Härdle, Wolfgang"
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
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Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Theorie
411
Theory
411
Zeitreihenanalyse
135
Forecasting model
118
Estimation theory
72
Schätztheorie
72
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Estimation
57
Schätzung
57
Volatility
50
Volatilität
50
Regression analysis
42
Regressionsanalyse
42
Statistical distribution
35
Statistische Verteilung
35
Deutschland
34
Germany
34
Börsenkurs
33
Share price
33
Option pricing theory
30
Optionspreistheorie
30
Risikomaß
30
Risk measure
30
State space model
24
Stochastic process
24
Stochastischer Prozess
24
Zustandsraummodell
24
Portfolio selection
22
Portfolio-Management
22
USA
22
United States
22
Bayes-Statistik
21
Bayesian inference
21
Financial market
21
Finanzmarkt
21
Statistical theory
21
Statistische Methodenlehre
21
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Free
115
Undetermined
29
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Book / Working Paper
148
Article
54
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Arbeitspapier
131
Working Paper
131
Graue Literatur
126
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126
Article in journal
49
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49
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14
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13
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5
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5
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2
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2
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2
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1
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1
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1
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1
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1
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English
198
German
4
French
1
Author
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Beaumont, Adrian
Hyndman, Rob J.
Härdle, Wolfgang
Martin, Gael M.
Franses, Philip Hans
184
Diebold, Francis X.
142
Phillips, Peter C. B.
134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
107
Timmermann, Allan
102
Caporale, Guglielmo Maria
95
Pesaran, M. Hashem
91
Marcellino, Massimiliano
88
Clark, Todd E.
86
Swanson, Norman R.
85
Clements, Michael P.
81
Koop, Gary
81
Lütkepohl, Helmut
81
Granger, C. W. J.
80
Hendry, David F.
72
Caballero, Ricardo J.
71
McAleer, Michael
69
Teräsvirta, Timo
68
Gupta, Rangan
67
Dijk, Herman K. van
66
Kilian, Lutz
64
Schorfheide, Frank
64
Krishnamurthy, Arvind
62
Ravazzolo, Francesco
62
Ghysels, Eric
56
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Lucas, André
54
Kunst, Robert M.
53
Lux, Thomas
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Giannone, Domenico
49
Watson, Mark W.
49
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
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Working paper / Department of Econometrics and Business Statistics, Monash University
59
SFB 649 discussion paper
39
International journal of forecasting
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
8
Universitext
7
European journal of operational research : EJOR
4
Journal of forecasting
4
CORE discussion paper : DP
3
Journal of econometrics
3
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Springer series in statistics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
1
CFS working paper series
1
Contributions to statistics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic modelling
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
IRTG 1792 discussion paper
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society : OR
1
KOF working papers
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Measuring risk in complex stochastic systems
1
Nonparametric dynamic modelling
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Quantitative finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Springer eBook Collection / Mathematics and Statistics
1
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ECONIS (ZBW)
202
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1
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
2
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
3
Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1134-1151
Persistent link: https://www.econbiz.de/10014547263
Saved in:
4
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
5
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
6
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
7
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
9
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
10
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
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