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~isPartOf:"Journal of forecasting"
~person:"Clark, Todd E."
~person:"Herwartz, Helmut"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Forecasting model
USA
Yield curve
Zinsstruktur
Prognoseverfahren
12
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7
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4
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4
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Clark, Todd E.
Herwartz, Helmut
McAleer, Michael
Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
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6
Tavlas, George S.
6
Chan, Ngai Hang
5
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5
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5
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5
Zhang, Yaojie
5
Ashiya, Masahiro
4
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4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Gerlach, Richard
4
Granger, C. W. J.
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
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4
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4
Lee, Jack C.
4
Lien, Da-hsiang Donald
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Ma, Feng
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4
Panopulu, Aikaterinē
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Peel, David
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
So, Mike Ka-pui
4
Taylor, Nicholas
4
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3
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Journal of forecasting
Econometric Institute research papers
51
Working paper
45
Discussion paper / Tinbergen Institute
23
Federal Reserve Bank of Cleveland working paper series
23
FRB of Cleveland Working Paper
15
International journal of forecasting
9
Journal of applied econometrics
9
Research working papers / Federal Reserve Bank of Kansas City
9
Discussion papers / CEPR
8
Journal of econometrics
8
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7
School of Accounting, Finance and Economics & FEMARC working paper series
6
SFB 649 discussion paper
5
Discussion paper / Centre for Economic Policy Research
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic surveys
4
DIW Berlin Discussion Paper
3
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3
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3
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3
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2
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2
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economics working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
FRB of Kansas City Working Paper
2
FRB of St. Louis Working Paper
2
Federal Reserve Bank of St. Louis Working Paper
2
International economic review
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
NBER Working Paper
2
Oxford bulletin of economics and statistics
2
Risks : open access journal
2
SFB 649 Discussion Paper
2
Technical working paper / National Bureau of Economic Research
2
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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1
On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut
;
Schlüter, Stephan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
Saved in:
2
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
3
On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
Saved in:
4
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH)
model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
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
In-sample and out-of-sample prediction of stock market bubbles : cross-sectional evidence
Herwartz, Helmut
;
Cholodilin, Konstantin Arkadʹevič
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10010424900
Saved in:
7
Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E.
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001441475
Saved in:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
9
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:
10
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
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