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~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Search: subject:"Theory"
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Estimation
Theorie
588
Theory
588
Forecasting model
528
Prognoseverfahren
528
Time series analysis
263
Zeitreihenanalyse
263
Estimation theory
125
Schätztheorie
125
Schätzung
99
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71
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71
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64
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forecasting
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English
99
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Chan, Ngai Hang
3
Karathanasopoulos, Andreas
3
Bikker, Jacob A.
2
García-Ferrer, Antonio
2
Härdle, Wolfgang
2
Taylor, James W.
2
Thomson, Peter J.
2
Ullah, Wali
2
Ai, Chunrong
1
An, Yang
1
Anders, Ulrich
1
Andrews, Rick L.
1
Asgharian, Hossein
1
Barnett, William A.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bermejo, Miguel Ángel
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bottomley, Paul A.
1
Bredin, Donal
1
Breitung, Jörg
1
Brou, Jean Marcelin Bosson
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buss, Ginters
1
Byers, J. David
1
Cabrer-Borrás, Bernardí
1
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1
Chang, Shu-Lien
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chen, Lu
1
Chen, Yi-ting
1
Cheng, Yihan
1
Choi, Jaehyuk
1
Chow, William W.
1
Ciarreta, Aitor
1
Clark, Todd E.
1
Clements, Adam
1
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Journal of forecasting
Applied economics
553
Journal of econometrics
394
Economics letters
353
Applied economics letters
332
Economic modelling
328
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
293
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
257
Journal of banking & finance
239
Journal of international money and finance
213
Journal of applied econometrics
200
International review of economics & finance : IREF
197
Journal of economic dynamics & control
185
Finance research letters
176
Journal of empirical finance
162
Journal of financial economics
151
Journal of macroeconomics
148
Applied financial economics
139
European economic review : EER
136
The review of economics and statistics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
133
Journal of monetary economics
132
Econometric reviews
129
International review of financial analysis
128
International journal of forecasting
124
Energy economics
122
Journal of international economics
115
Labour economics : official journal of the European Association of Labour Economists
115
Macroeconomic dynamics
115
The North American journal of economics and finance : a journal of financial economics studies
113
The journal of finance : the journal of the American Finance Association
113
International journal of finance & economics : IJFE
111
The American economic review
110
The European journal of finance
102
Journal of money, credit and banking : JMCB
100
Journal of urban economics
98
The economic journal : the journal of the Royal Economic Society
97
Journal of international financial markets, institutions & money
89
The Canadian journal of economics
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
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ECONIS (ZBW)
99
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99
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1
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
2
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
3
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
5
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
6
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
7
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
8
Post-COVID inflation dynamics : higher for longer
Verbrugge, Randal
;
Zaman, Saeed
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 871-893
Persistent link: https://www.econbiz.de/10014554045
Saved in:
9
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
10
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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