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~isPartOf:"International journal of forecasting"
~subject:"Markov chain"
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Markov chain
Forecasting model
41
Prognoseverfahren
41
Theorie
32
Theory
32
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Simulation
24
Time series analysis
17
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17
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13
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12
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Gerlach, Richard
3
Chen, Cathy W. S.
1
Dimitrakopoulos, Stefanos
1
Forgione, Antonio Fabio
1
Holmes, Benjamin
1
Hwang, Bruce B. K.
1
Kang, Kyu Ho
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Li, Meng
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Tsionas, Efthymios G.
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Tuyl, Frank
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Veiga, Helena
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Vračar, Petar
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Wang, Chao
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Watanabe, Toshiaki
1
Yang, Qiao
1
Zeng, Zijian
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Štrumbelj, Erik
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International journal of forecasting
Journal of econometrics
45
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
European journal of operational research : EJOR
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric reviews
13
Working paper
11
Economics letters
10
Journal of forecasting
10
Energy economics
9
International journal of production research
9
Journal of the American Statistical Association : JASA
9
Quantitative finance
9
Computational economics
8
Journal of applied econometrics
8
Risks : open access journal
8
Journal of economic dynamics & control
7
Econometric Institute research papers
6
GRIPS discussion papers
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Sveriges Riksbank working paper series
6
Working papers in economics and statistics
6
Applied economics
5
Applied economics letters
5
CAMA working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Centre for Economic Policy Research
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
INFORMS journal on computing : JOC
5
Journal of risk and financial management : JRFM
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Global COE Hi-Stat discussion paper series
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1
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
2
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
3
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
4
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
5
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
6
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
7
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
8
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
9
Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
Saved in:
10
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
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