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type_genre:"Arbeitspapier"
type_genre:"Series"
~subject:"Prognoseverfahren"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Marcellino, Massimiliano
51
Diebold, Francis X.
49
Clark, Todd E.
45
Franses, Philip Hans
42
Timmermann, Allan
39
Hyndman, Rob J.
33
Pesaran, M. Hashem
33
Dijk, Herman K. van
28
Kilian, Lutz
28
Härdle, Wolfgang
27
McCracken, Michael W.
26
Ravazzolo, Francesco
26
Giannone, Domenico
24
Koop, Gary
22
Athanasopoulos, George
21
Rossi, Barbara
21
Swanson, Norman R.
20
Dijk, Dick van
18
Koopman, Siem Jan
18
Bollerslev, Tim
17
Carriero, Andrea
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Giacomini, Raffaella
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Clements, Michael P.
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Christoffersen, Peter F.
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Kunst, Robert M.
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Schorfheide, Frank
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Baumeister, Christiane
14
Hendry, David F.
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Korobilis, Dimitris
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Pettenuzzo, Davide
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Shin, Minchul
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Casarin, Roberto
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Martin, Gael M.
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University of Strathclyde / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Rutgers University / Department of Economics
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Birkbeck College / Department of Economics
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Bonn Graduate School of Economics
1
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1
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Discussion paper / Tinbergen Institute
89
Discussion paper / Centre for Economic Policy Research
88
Working paper / National Bureau of Economic Research, Inc.
86
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Working paper
60
CESifo working papers
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
CREATES research paper
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
Federal Reserve Bank of Cleveland working paper series
37
Finance and economics discussion series
36
Working papers
36
Research paper series / Swiss Finance Institute
33
Econometric Institute research papers
31
Discussion papers / CEPR
28
Discussion paper
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Working paper series
25
IMF working papers
22
Swiss Finance Institute Research Paper
20
Discussion paper / Deutsche Bundesbank
19
Working papers / Rutgers University, Department of Economics
19
CFS working paper series
18
Working papers / Federal Reserve Bank of Philadelphia, Research Department
18
EUI working paper / ECO
17
Staff reports / Federal Reserve Bank of New York
17
International finance discussion papers
16
Warwick economic research papers
15
Discussion paper / Department of Economics, University of California San Diego
14
Europäische Hochschulschriften / 5
14
Working paper / Norges Bank
14
Working papers / Penn Institute for Economic Research
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Department of Economics discussion paper series / University of Oxford
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Staff working paper / Bank of Canada
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Sveriges Riksbank working paper series
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Technical working paper / National Bureau of Economic Research
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Temi di discussione / Banca d'Italia
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers / Adam Smith Business School, University of Glasgow
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ECONIS (ZBW)
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61
The contribution of realized covariance models to the economic value of volatility timing
Bauwens, Luc
;
Xu, Yongdeng
-
2023
Persistent link: https://www.econbiz.de/10014322165
Saved in:
62
The term structure of inflation forecasts disagreement and monetary policy transmission
Barbera, Alessandro
;
Xia, Fan Dora
;
Zhu, Xingyu
-
2023
Persistent link: https://www.econbiz.de/10014322486
Saved in:
63
Synthetic decomposition for counterfactual predictions
Canen, Nathan
;
Song, Kyungchul
-
2023
Persistent link: https://www.econbiz.de/10014323687
Saved in:
64
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
65
Econometric forecasting using ubiquitous news text : text-enhanced factor model
Seo, Beomseok
-
2023
Persistent link: https://www.econbiz.de/10014447774
Saved in:
66
Forecasting core inflation and its goods, housing, and supercore components
Clark, Todd E.
;
Gordon, Matthew V.
;
Zaman, Saeed
-
2023
Persistent link: https://www.econbiz.de/10014447814
Saved in:
67
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
68
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
69
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
70
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
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