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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Martin, Gael M."
~person:"Smith-Miles, Kate"
~subject:"Prognoseverfahren"
~subject:"Zustandsraummodell"
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Time series analysis
Prognoseverfahren
Zustandsraummodell
Theorie
54
Theory
54
Forecasting model
27
Zeitreihenanalyse
21
State space model
16
Bayes-Statistik
14
Bayesian inference
14
Volatility
12
Volatilität
12
Stochastic process
11
Stochastischer Prozess
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation
6
Markov chain
6
Markov-Kette
6
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6
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5
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Financial market
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Finanzmarkt
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Proper scoring rules
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Bayesian Markov chain Monte Carlo
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Bayesian prediction
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Börsenkurs
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Dynamic price and volatility jumps
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Financial crisis
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Finanzkrise
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Global financial crisis
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Nonlinear state space model
4
Probability theory
4
Share price
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Statistical distribution
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Statistische Verteilung
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Stochastic volatility
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English
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Beaumont, Adrian
Martin, Gael M.
Smith-Miles, Kate
Franses, Philip Hans
182
Koopman, Siem Jan
148
Diebold, Francis X.
141
Phillips, Peter C. B.
131
Gil-Alaña, Luis A.
109
Timmermann, Allan
102
Härdle, Wolfgang
100
Marcellino, Massimiliano
94
Caporale, Guglielmo Maria
92
Clark, Todd E.
87
Pesaran, M. Hashem
87
Koop, Gary
85
Swanson, Norman R.
85
Clements, Michael P.
81
Lütkepohl, Helmut
81
Granger, C. W. J.
80
Hendry, David F.
70
Teräsvirta, Timo
69
Hyndman, Rob J.
68
Gupta, Rangan
67
Dijk, Herman K. van
66
McAleer, Michael
66
Kilian, Lutz
64
Ravazzolo, Francesco
61
Lucas, André
58
Schorfheide, Frank
58
Ghysels, Eric
57
Harvey, Andrew C.
57
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Bollerslev, Tim
51
Kapetanios, George
50
Giannone, Domenico
49
Watson, Mark W.
49
Dijk, Dick van
48
Proietti, Tommaso
48
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Working paper / Department of Econometrics and Business Statistics, Monash University
28
International journal of forecasting
8
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Econometric reviews
1
Journal of applied econometrics
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
40
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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:
2
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:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
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:
5
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
Saved in:
6
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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