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subject:"Welt"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Technological forecasting & social change : an international journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Frazier, David T."
~person:"Ma, Feng"
~subject:"Time series analysis"
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Search: subject_exact:"Prognosetechnik"
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Welt
Time series analysis
Forecasting model
38
Prognoseverfahren
38
Volatility
26
Volatilität
26
ARCH model
18
ARCH-Modell
18
Oil price
18
Ölpreis
18
Volatility forecasting
15
Theorie
12
Theory
12
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11
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11
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8
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Forecast
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Prognose
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Proper scoring rules
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Realized range-based volatility
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State space model
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Stochastic process
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Stochastischer Prozess
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Frazier, David T.
Ma, Feng
Hyndman, Rob J.
43
Athanasopoulos, George
18
Snyder, Ralph D.
13
Koehler, Anne B.
10
Wang, Yudong
10
Gupta, Rangan
8
Liu, Li
6
Martin, Gael M.
6
Ord, John Keith
6
Panagiotelis, Anastasios
6
Wang, Shouyang
6
Ben Taieb, Souhaib
5
Gao, Jiti
5
Nonejad, Nima
5
Shang, Han Lin
5
Weron, Rafał
5
Todorova, Neda
4
Vahid, Farshid
4
Wei, Yu
4
Wu, Chongfeng
4
Bekiros, Stelios
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Lee, Chien-chiang
3
Liang, Chao
3
Liu, Jing
3
Nowotarski, Jakub
3
Poon, Aubrey
3
Qu, Hui
3
Taylor, James W.
3
Wei, Yi-Ming
3
Wickramasuriya, Shanika L.
3
Zhang, Yaojie
3
Bao, Yukun
2
Beaumont, Adrian
2
Bouri, Elie
2
Camacho, Maximo
2
Chai, Jian
2
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Economic modelling
Economics letters
Energy economics
Technological forecasting & social change : an international journal
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of finance & economics : IJFE
5
International review of financial analysis
5
Applied economics
3
International journal of forecasting
3
Finance research letters
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Department of Economics working paper series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
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The European journal of finance
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ECONIS (ZBW)
14
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1
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:
2
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
3
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
4
Climate policy uncertainty and world renewable energy index volatility forecasting
Liang, Chao
;
Umar, Muhammad
;
Ma, Feng
;
Toan Luu Duc Huynh
- In:
Technological forecasting & social change : an …
182
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449113
Saved in:
5
Oil price volatility predictability : new evidence from a scaled PCA approach
Guo, Yangli
;
He, Feng
;
Liang, Chao
;
Ma, Feng
- In:
Energy economics
105
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013201946
Saved in:
6
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian
;
Ma, Feng
;
Bouri, Elie
;
Zhong, Juandan
- In:
Energy economics
108
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Saved in:
7
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
8
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
9
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
10
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
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