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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Theory"
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Nichtparametrisches Verfahren
Prognoseverfahren
Stochastischer Prozess
Theorie
653
Theory
653
Portfolio selection
122
Portfolio-Management
122
Forecasting model
106
Time series analysis
89
Zeitreihenanalyse
89
CAPM
59
Estimation
59
Schätzung
59
Volatility
56
Volatilität
56
Börsenkurs
51
Share price
51
Stochastic process
47
Risiko
44
Risk
44
Capital income
42
Kapitaleinkommen
42
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33
Finanzkrise
33
Nonparametric statistics
33
Bayes-Statistik
30
Bayesian inference
30
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29
Finanzmarkt
29
Mathematical programming
29
Mathematische Optimierung
29
Anlageverhalten
26
Behavioural finance
26
Risikoprämie
26
Risk premium
26
State space model
26
Zustandsraummodell
26
Bubbles
25
Spekulationsblase
25
Risikomanagement
24
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Free
147
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11
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171
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Arbeitspapier
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Working Paper
171
Graue Literatur
165
Non-commercial literature
165
Forschungsbericht
2
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English
171
Author
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Hyndman, Rob J.
32
Athanasopoulos, George
20
Gao, Jiti
20
Martin, Gael M.
18
Scaillet, Olivier
13
Sornette, Didier
13
Snyder, Ralph D.
12
Frazier, David T.
8
Panagiotelis, Anastasios
8
Zhang, Xibin
8
King, Maxwell L.
7
Koehler, Anne B.
7
Maneesoonthorn, Worapree
7
Forbes, Catherine Scipione
6
Gagliardini, Patrick
6
Trojani, Fabio
6
Dong, Chaohua
5
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Ord, John Keith
5
Poskitt, Donald Stephen
5
Beaumont, Adrian
4
Filipović, Damir
4
Li, Degui
4
Linton, Oliver
4
Vahid, Farshid
4
Arvanitis, Stelios
3
Ben Taieb, Souhaib
3
Camponovo, Lorenzo
3
Chen, Jia
3
Filimonov, Vladimir
3
Jondeau, Eric
3
Kourentzes, Nikolaos
3
Peng, Bin
3
Rockinger, Michael
3
Silvapulle, Mervyn J.
3
Silvapulle, Paramsothy
3
Topaloglou, Nikolas
3
Wickramasuriya, Shanika L.
3
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Monash University
1
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Research paper series / Swiss Finance Institute
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
181
Working paper / National Bureau of Economic Research, Inc.
132
SFB 649 discussion paper
125
Discussion paper / Centre for Economic Policy Research
112
Working paper
99
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
96
CESifo working papers
83
CREATES research paper
83
CEMMAP working papers / Centre for Microdata Methods and Practice
79
Discussion papers of interdisciplinary research project 373
64
Discussion paper / Center for Economic Research, Tilburg University
62
Cowles Foundation discussion paper
61
Working paper series
57
Discussion paper series / IZA
55
Finance and economics discussion series
55
Working papers
54
Working paper series / European Central Bank
51
Econometric Institute research papers
49
Federal Reserve Bank of Cleveland working paper series
43
Swiss Finance Institute Research Paper
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Discussion paper
40
CoFE discussion papers
38
Discussion papers / CEPR
38
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
Working papers / Rutgers University, Department of Economics
30
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
29
Technical working paper / National Bureau of Economic Research
28
Discussion paper / Deutsche Bundesbank
27
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
27
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
27
Economics working paper
26
IMF working papers
25
Discussion paper series
24
Working papers / TSE : WP
24
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23
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22
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ECONIS (ZBW)
171
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1
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
2
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
3
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:
4
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
7
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:
8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
9
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
10
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
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