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~accessRights:"free"
~isPartOf:"CAMP working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Tinbergen Institute Discussion Paper 10-032/2"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Time series analysis
27
Zeitreihenanalyse
27
Forecasting model
13
Theorie
13
Theory
13
Bayes-Statistik
8
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8
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Aastveit, Knut Are
4
Cross, Jamie
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Dijk, Herman K. van
2
Ravazzolo, Francesco
2
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1
Alfelt, Gustav
1
Barra, István
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1
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1
Guo, Na
1
Halbleib, Roxana
1
Hannadige, Sium Bodha
1
Hou, Chenghan
1
Javed, Farrukh
1
Jore, Anne Sofie
1
Koop, Gary
1
Koopman, Siem Jan
1
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1
Maih, Junior
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McAlinn, Kenichiro
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Thorsrud, Leif Anders
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Tyrcha, Joanna
1
Vespignani, Joaquin
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West, Mike
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CAMP working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Tinbergen Institute Discussion Paper 10-032/2
Discussion paper / Tinbergen Institute
114
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Working paper
50
CREATES research paper
49
International Journal of Energy Economics and Policy : IJEEP
40
Journal of risk and financial management : JRFM
38
CESifo working papers
33
Econometric Institute research papers
33
CAMA working paper series
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Working paper series / European Central Bank
28
NBER Working Paper
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Working papers
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SFB 649 discussion paper
25
Cambridge working papers in economics
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Econometrics : open access journal
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NBER working paper series
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Risks : open access journal
21
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
18
IHS economics series : working paper
17
International journal of economics and financial issues : IJEFI
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CBN journal of applied statistics
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Discussion paper
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ECB Working Paper
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Working paper series
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Financial innovation : FIN
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Romanian journal of economic forecasting
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ECARES working paper
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Economics working paper
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Federal Reserve Bank of Cleveland working paper series
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Reihe Ökonomie
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CESifo Working Paper Series
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Working papers / Rutgers University, Department of Economics
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CORE discussion papers : DP
11
Cogent economics & finance
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Economics and finance working paper series
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Journal of forecasting
11
KBI
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ECONIS (ZBW)
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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2
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
3
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
4
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
-
2021
Persistent link: https://www.econbiz.de/10012628398
Saved in:
9
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
10
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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