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subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of forecasting"
~subject:"Consumer goods"
~subject:"Neuronale Netze"
~subject:"Volatility"
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Zeitreihenanalyse
Consumer goods
Neuronale Netze
Volatility
Theorie
134
Theory
134
Forecasting model
110
Prognoseverfahren
110
Time series analysis
41
Volatilität
27
Estimation
23
Schätzung
23
Capital income
21
Kapitaleinkommen
21
forecasting
18
ARCH model
17
ARCH-Modell
17
Bayes-Statistik
14
Bayesian inference
14
Forecast
14
Prognose
14
Risikomaß
13
Risk measure
13
Börsenkurs
12
Share price
12
Neural networks
11
Inflation
10
Portfolio selection
10
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Economic forecast
9
Markov chain
9
Markov-Kette
9
Wirtschaftsprognose
9
Regression analysis
8
Regressionsanalyse
8
State space model
8
VAR model
8
VAR-Modell
8
Zustandsraummodell
8
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Undetermined
Free
13
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Article
66
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Article in journal
66
Aufsatz in Zeitschrift
66
Language
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English
66
Author
All
Song, Yuping
3
Tang, Xiaolong
3
Karathanasopoulos, Andreas
2
Wang, Yudong
2
Aiube, Fernando Antônio Lucena
1
Alkheder, Sharaf
1
Angers, Jean-François
1
Arteche, Josu
1
Asai, Manabu
1
Athanasopoulos, George
1
Barboza, Flavio Luiz de Moraes
1
Baruník, Jozef
1
Bas, Eren
1
Basse, Tobias
1
Bekiros, Stelios D.
1
Berger, Theo
1
Bhuiyan, Miraj Ahmed
1
Biswas, Atanu
1
Buss, Ginters
1
Castro, Carlos Henrique Dias Cordeiro de
1
Cenesizoglu, Tolga
1
Chang, Kun
1
Chen, Cathy W. S.
1
Chen, Rong
1
Chen, Zi-yu
1
Chevallier, Julien
1
Chin, Kuo-Hsuan
1
Chou, Ping-Hung
1
Chou, Ta-Sheng
1
Ciarreta, Aitor
1
Costantini, Mauro
1
Cross, Jamie
1
Dai, Zhifeng
1
Danbatta, Salim Jibrin
1
Deng, Min-hui
1
Eğrioğlu, Erol
1
Fan, Xinyue
1
Fang, Kuangnan
1
Fiorucci, José Augusto
1
Fomby, Thomas B.
1
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Europäische Hochschulschriften / 5
Journal of forecasting
International journal of forecasting
215
Journal of econometrics
140
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
128
Computational economics
102
Finance research letters
100
Discussion paper / Centre for Economic Policy Research
99
Economics letters
99
Economic modelling
98
Energy economics
82
Applied economics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Quantitative finance
68
Discussion papers / CEPR
60
Journal of empirical finance
60
Journal of economic dynamics & control
59
International review of financial analysis
56
International review of economics & finance : IREF
53
Working paper / National Bureau of Economic Research, Inc.
53
Journal of banking & finance
51
The North American journal of economics and finance : a journal of financial economics studies
49
Econometric reviews
48
European journal of operational research : EJOR
47
SpringerLink / Bücher
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of financial economics
44
Applied economics letters
40
Journal of international money and finance
38
Journal of time series econometrics
35
Journal of financial econometrics
32
Insurance / Mathematics & economics
30
International journal of production research
28
Research in international business and finance
27
The European journal of finance
27
Econometric theory
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of international financial markets, institutions & money
24
Macroeconomic dynamics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of financial markets
20
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ECONIS (ZBW)
66
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1
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying
;
Ye, Cheng
;
Bhuiyan, Miraj Ahmed
;
Huang, …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
Saved in:
4
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
5
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
6
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
7
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
8
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
9
A review of artificial intelligence quality in forecasting asset prices
Barboza, Flavio Luiz de Moraes
;
Silva, Geraldo Nunes
; …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1708-1728
Persistent link: https://www.econbiz.de/10014432754
Saved in:
10
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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