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~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Estimation theory
Bayes-Statistik
57
Bayesian inference
57
Forecasting model
47
Prognoseverfahren
47
Theorie
36
Theory
36
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23
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Aufsatz in Zeitschrift
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Ardia, David
1
Breidt, F. Jay
1
Chen, Cathy W. S.
1
Dellaportas, Petros
1
Galakis, John
1
Gaskell, Paul
1
Gerlach, Richard
1
Hsu, Nan-jung
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Huang, Tara F. J.
1
Kolly, Jeremy
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McGroarty, Frank
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Panopulu, Aikaterinē
1
Politis, Dimitris N.
1
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1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
1
Vrontos, I. D.
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Vrontos, Ioannis D.
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1
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Journal of forecasting
Journal of econometrics
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economics letters
16
International journal of forecasting
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric reviews
14
Journal of applied econometrics
14
Journal of the American Statistical Association : JASA
14
Economic modelling
13
The econometrics journal
13
Computational economics
12
Econometrics : open access journal
11
European journal of operational research : EJOR
11
Journal of economic dynamics & control
11
Quantitative economics : QE ; journal of the Econometric Society
11
Energy economics
9
Finance research letters
8
Insurance / Mathematics & economics
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Applied economics
7
Central European journal of economic modelling and econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Applied economics letters
6
International journal of production research
6
Journal of management : JOM
6
Journal of quantitative economics
6
International journal of finance & economics : IJFE
5
Journal of empirical finance
5
Quantitative finance
5
Quantitative marketing and economics : QME
5
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance a úvěr
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
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Journal of productivity analysis
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ECONIS (ZBW)
9
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
3
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
4
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
5
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
6
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
7
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
8
Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
Saved in:
9
Bayesian analysis of fragtionally integrated ARMA with additive noise
Hsu, Nan-jung
;
Breidt, F. Jay
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 491-514
Persistent link: https://www.econbiz.de/10001836487
Saved in:
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