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subject:"Zeitreihenanalyse"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of forecasting"
~person:"Brooks, Chris"
~person:"Lam, Kin"
~person:"Taylor, James W."
~subject:"Aktienindex"
~subject:"Neuronale Netze"
~subject:"Prognoseverfahren"
~subject:"State space model"
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Zeitreihenanalyse
Aktienindex
Neuronale Netze
Prognoseverfahren
State space model
Theorie
11
Theory
11
Time series analysis
7
Forecasting model
6
Volatility
5
Volatilität
5
Exchange rate
4
Wechselkurs
4
Deutsche Mark
3
ARCH model
2
ARCH-Modell
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Forecast
2
Französischer Franc
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French franc
2
Neural networks
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Prognose
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Regression analysis
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Statistical distribution
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Statistische Verteilung
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1988-1996
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11
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Brooks, Chris
Lam, Kin
Taylor, James W.
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Hall, Stephen G.
6
Chen, Cathy W. S.
4
Gupta, Rangan
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Clark, Todd E.
3
Granger, C. W. J.
3
Hyndman, Rob J.
3
Jiang, He
3
Kim, Jae H.
3
Kunst, Robert M.
3
Lee, Jack C.
3
Marcellino, Massimiliano
3
Peña, Daniel
3
Pittis, Nikitas
3
Smith, Jeremy
3
Tavlas, George S.
3
Timmermann, Allan
3
Alho, Juha M.
2
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Barbosa, Emanuel
2
Bessler, David A.
2
Biswas, Atanu
2
Boden, Achim
2
Braunhart, Dirk
2
Bruce, Andrew G.
2
Brännäs, Kurt
2
Cai, Yuzhi
2
Caporale, Guglielmo Maria
2
Caporin, Massimiliano
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
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2
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Europäische Hochschulschriften / 5
Journal of forecasting
International journal of forecasting
8
Applied financial economics
2
Discussion papers in quantitative economics and computing / E
2
The economic journal : the journal of the Royal Economic Society
2
Economic modelling
1
Economics letters
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Modelling prices in competitive electricity markets
1
Research paper / University of Melbourne, Department of Economics
1
The statistician : journal of the Institute of Statisticians
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
11
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1
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
2
Smooth transition exponential smoothing
Taylor, James W.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 385-404
Persistent link: https://www.econbiz.de/10002233157
Saved in:
3
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:
4
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:
5
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
6
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
7
A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
Saved in:
8
Forecasting for the generation of trading signals in financial markets
Lam, Kin
;
Lam, King Chung
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001441478
Saved in:
9
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
10
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
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