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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of economic surveys"
~isPartOf:"Journal of forecasting"
~isPartOf:"Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences"
~person:"Brooks, Chris"
~person:"Franses, Philip Hans"
~person:"Lam, Kin"
~person:"Lee, Jack C."
~subject:"Consumer goods"
~subject:"Exchange rate"
~subject:"Neuronale Netze"
~subject:"Volatility"
~subject:"Welt"
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Zeitreihenanalyse
Consumer goods
Exchange rate
Neuronale Netze
Volatility
Welt
Theorie
25
Theory
25
Time series analysis
19
Forecasting model
17
Prognoseverfahren
17
Saisonale Schwankungen
6
Seasonal variations
6
Volatilität
4
Correlation
3
Forecast
3
Großbritannien
3
Korrelation
3
Prognose
3
United Kingdom
3
Wechselkurs
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Deutsche Mark
2
Economic forecast
2
Französischer Franc
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French franc
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Innovation diffusion
2
Innovationsdiffusion
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Markov chain
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Markov-Kette
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2
Wirtschaftsprognose
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2
1955-1988
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Aktienindex
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1
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Bayes-Statistik
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Article
21
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21
Systematic review
2
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2
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English
21
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Brooks, Chris
Franses, Philip Hans
Lam, Kin
Lee, Jack C.
Gil-Alaña, Luis A.
8
Mills, Terence C.
6
García-Ferrer, Antonio
5
Gupta, Rangan
5
McAleer, Michael
5
Moosa, Imad A.
5
Kunst, Robert M.
4
Leybourne, Stephen James
4
Taylor, Mark P.
4
Bahmani-Oskooee, Mohsen
3
Caporale, Guglielmo Maria
3
Caporin, Massimiliano
3
Chen, Cathy W. S.
3
Clements, Kenneth W.
3
Joseph, Nathan Lael
3
Kim, Jong-Min
3
Muscatelli, V. Anton
3
Newbold, Paul
3
Peña, Daniel
3
Pittis, Nikitas
3
Ravishanker, Nalini
3
Smith, Jim Q.
3
Song, Yuping
3
Souza, Reinaldo Castro
3
Tang, Xiaolong
3
Taylor, James W.
3
Arteche, Josu
2
Athenhöfer, Lars
2
Auer, Josef
2
Basse, Tobias
2
Bekier, Matthias
2
Biswas, Atanu
2
Bollen, Bernard
2
Braunhart, Dirk
2
Bremer, Ralf
2
Brorsen, B. Wade
2
Brännäs, Kurt
2
Burns, Kelly
2
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Applied economics
Europäische Hochschulschriften / 5
Journal of economic surveys
Journal of forecasting
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
Report / Econometric Institute, Erasmus University Rotterdam
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
12
Economics letters
11
Report / Erasmus Center for Financial Research, Erasmus University
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
International journal of forecasting
5
Journal of applied econometrics
5
Econometric reviews
4
Journal of econometrics
4
Research memorandum series / Tinbergen Instituut
4
Applied financial economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Advanced texts in econometrics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers in quantitative economics and computing / E
2
ERIM report series research in management
2
IHS economics series : working paper
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
A companion to economic forecasting
1
Applied economics letters
1
Applied mathematical finance
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers in economics
1
EUI working paper / ECO
1
Econometric theory
1
Economic modelling
1
European journal of operational research : EJOR
1
International review of financial analysis
1
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ECONIS (ZBW)
21
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Exploiting spillovers to forecast crashes
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 936-955
Persistent link: https://www.econbiz.de/10011860928
Saved in:
3
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
5
Modeling seasonality in new product diffusion
Peers, Yuri
;
Fok, Dennis
;
Franses, Philip Hans
- In:
Marketing science : the marketing journal of the …
31
(
2012
)
2
,
pp. 351-364
Persistent link: https://www.econbiz.de/10009548691
Saved in:
6
Forecasting time-varying covariance with a robust Bayesian threshold model
Wu, Chih-chiang
;
Lee, Jack C.
- In:
Journal of forecasting
30
(
2011
)
5
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009354721
Saved in:
7
Model selection for forecast combination
Franses, Philip Hans
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
Saved in:
8
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
9
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
10
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
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