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~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Search: subject_exact:"Correspondence analysis"
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Prognoseverfahren
VAR model
Multivariate Analyse
70
Multivariate analysis
70
Theorie
30
Theory
30
Time series analysis
30
Zeitreihenanalyse
30
Estimation theory
23
Schätztheorie
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Koop, Gary
2
Bas, Eren
1
Bauer, Gregory H.
1
Carriero, Andrea
1
Catania, Leopoldo
1
Dhaene, Geert
1
Di Mari, Roberto
1
Dueker, Michael
1
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1
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Tunc, Taner
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Computational economics
Journal of econometrics
International journal of forecasting
23
Journal of forecasting
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Applied economics
5
Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SpringerLink / Bücher
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The review of economics and statistics
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Temi di discussione / Banca d'Italia
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The European journal of finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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CEIS Working Paper
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ECONIS (ZBW)
13
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren
;
Egrioglu, Erol
;
Tunc, Taner
- In:
Computational economics
61
(
2023
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10014228419
Saved in:
3
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
4
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
5
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
6
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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