//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Tinbergen Instituut"
~subject:"Augmented Kalman Filter"
~subject:"GARCH models"
~subject:"volatility risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"FORECASTING"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Augmented Kalman Filter
GARCH models
volatility risk
forecasting
12
Forecasting
8
Bayesian analysis
3
Realized volatility
3
Kalman filter
2
State Space
2
Stochastic volatility
2
kernel methods
2
long memory
2
nonlinear forecasting
2
value-at-risk
2
volatility forecasting
2
volatility of volatility
2
Asset pricing
1
Asymptotic theory
1
BRICS
1
Basel Accord
1
Close-to-open gap forecasting
1
Co-Volatility
1
Common Factors
1
Currency hedging strategies
1
Daily data
1
Dimension reduction
1
EM algorithm
1
Economic growth
1
Electricity market
1
Electricity prices
1
Evaluating forecasts
1
Factor models
1
Federal funds target rate
1
Fixed-event forecasts
1
Forecast combinations
1
Forecasting Conditional Default Probabilities
1
Forecasting Weights
1
Functional data analysis
1
GARCH
1
High dimensionality
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Language
All
Undetermined
4
Author
All
Allen, David E.
2
McAleer, Michael
2
Scharth, Marcel
2
Huurman, Christian
1
Koopman, Siem Jan
1
Ooms, Marius
1
Ravazzolo, Francesco
1
Zhou, Chen
1
more ...
less ...
Institution
All
Tinbergen Instituut
Department of Economics and Finance, College of Business and Economics
2
Tinbergen Institute
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Department of Economics, Boston University
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Institut für Weltwirtschaft (IfW)
1
Institute of Economic Research, Kyoto University
1
Nationalekonomiska institutionen, Stockholms Universitet
1
Norges Bank
1
more ...
less ...
Published in...
All
Tinbergen Institute Discussion Papers
4
Source
All
RePEc
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
Tinbergen Instituut
-
2014
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011272575
Saved in:
2
Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
Tinbergen Instituut
-
2013
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011256164
Saved in:
3
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts
Huurman, Christian
;
Ravazzolo, Francesco
;
Zhou, Chen
-
Tinbergen Instituut
-
2007
wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known
forecasting
models …
Persistent link: https://www.econbiz.de/10011257096
Saved in:
4
Forecasting
Daily Time Series using Periodic Unobserved Components Time Series Models
Koopman, Siem Jan
;
Ooms, Marius
-
Tinbergen Instituut
-
2004
day of the month. We focus on
forecasting
performance and the underlying periodic forecast function, defined by the in …
forecasting
based on state space models with regressor variables. Our methods are illustrated by an application to time series of … periodic flexibility helps help in simulated out-of-sample
forecasting
for two extra years of data. …
Persistent link: https://www.econbiz.de/10011256501
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->