//--> //--> //--> //-->
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
~isPartOf:"Journal of forecasting"
~language:"cat"
~language:"eng"
~person:"Brooks, Chris"
~person:"Chevallier, Julien"
~person:"Kunst, Robert M."
~person:"McAleer, Michael"
~subject:"Theory"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Theory
Forecasting model
16
Prognoseverfahren
16
Theorie
12
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
5
ARCH-Modell
5
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Volatility
4
Volatilität
4
Basel Accord
3
Basler Akkord
3
Exchange rate
3
Wechselkurs
3
Deutsche Mark
2
Forecast
2
Französischer Franc
2
French franc
2
Modellierung
2
Mustererkennung
2
Pattern recognition
2
Prognose
2
Saisonale Schwankungen
2
Scientific modelling
2
Seasonal variations
2
Statistical test
2
Statistischer Test
2
USA
2
United States
2
Welt
2
World
2
Aktienindex
1
Aktienmarkt
1
Algorithm
1
Algorithmus
1
Artificial intelligence
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
Valencian
English
Author
All
Brooks, Chris
Chevallier, Julien
Kunst, Robert M.
McAleer, Michael
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Chen, Cathy W. S.
5
Gupta, Rangan
4
Hall, Stephen G.
4
Karathanasopoulos, Andreas
4
Lee, Jack C.
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Taylor, James W.
4
Clark, Todd E.
3
Dua, Pami
3
Granger, C. W. J.
3
Hyndman, Rob J.
3
Jiang, He
3
Kim, Jae H.
3
Marcellino, Massimiliano
3
Mills, Terence C.
3
Peel, David
3
Peña, Daniel
3
Pittis, Nikitas
3
Sermpinis, Georgios
3
Smith, Jeremy
3
So, Mike Ka-pui
3
Song, Yuping
3
Tang, Xiaolong
3
Thomson, Peter J.
3
Timmermann, Allan
3
Alho, Juha M.
2
Asai, Manabu
2
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Barbosa, Emanuel
2
Bessler, David A.
2
Biswas, Atanu
2
Bruce, Andrew G.
2
more ...
less ...
Published in...
All
Journal of forecasting
Econometric reviews
12
Journal of econometrics
11
Journal of economic surveys
10
Economics letters
5
Journal of applied econometrics
5
Applied economics
4
Applied financial economics
4
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
International journal of forecasting
4
International review of financial analysis
4
Journal of risk and financial management : JRFM
4
The economic journal : the journal of the Royal Economic Society
4
The Japanese economic review : the journal of the Japanese Economic Association
3
The review of economics and statistics
3
Econometrics : open access journal
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
The Manchester School
2
Applied economics letters
1
British journal of management
1
Bulletin of economic research
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic modelling
1
Economies : open access journal
1
Finance research letters
1
Global business & economics review
1
International economic review
1
International journal of economic theory
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of management studies : JMS
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels
Zhu, Bangzhu
;
Ye, Shunxin
;
Wang, Ping
;
Chevallier, Julien
; …
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
Saved in:
2
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
3
An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Zhu, Bangzhu
;
Shi, Xuetao
;
Chevallier, Julien
;
Wang, Ping
; …
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 633-651
Persistent link: https://www.econbiz.de/10011610095
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
6
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
7
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
8
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
9
Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.
;
Kunst, Robert M.
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
Saved in:
10
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001244492
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->