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~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Scientific modelling"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Monte-Carlo-Simulation
Scientific modelling
Bayes-Statistik
56
Bayesian inference
56
Forecasting model
46
Prognoseverfahren
46
Theorie
36
Theory
36
Time series analysis
23
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stochastic volatility
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19
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Aufsatz in Zeitschrift
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19
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English
19
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Ardia, David
1
Asai, Manabu
1
Bagudu, Aliyu
1
Belmonte, Miguel A. G.
1
Berge, Travis J.
1
Berninger, Christoph
1
Breidt, F. Jay
1
Chen, Cathy W. S.
1
Crespo Cuaresma, Jesús
1
Di Filippo, Gabriele
1
Diallo, Boubacar
1
Gaskell, Paul
1
Gerlach, Richard
1
Grün, Bettina
1
Hofmarcher, Paul
1
Hornik, Kurt
1
Hsu, Nan-jung
1
Huang, Tara F. J.
1
Hwang, Youngjin
1
Jiang, Yue
1
Kolkiewicz, Adam W.
1
Kolly, Jeremy
1
Koop, Gary
1
Korobilis, Dimitris
1
Leippold, Markus
1
Lewis, Kurt F.
1
Li, Raymond W. M.
1
Lin, Edward M. H.
1
Lopes, Hedibert Freitas
1
McGroarty, Frank
1
Men, Zhongxian
1
Ryan, Laura
1
Rügamer, David
1
Shi, Jianmin
1
So, Mike Ka-pui
1
Stöcker, Almond
1
Tiropanis, Thanassis
1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
1
Wang, Chao
1
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Journal of forecasting
Journal of econometrics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
International journal of forecasting
31
Journal of applied econometrics
29
Journal of the American Statistical Association : JASA
28
Econometric reviews
27
Economic modelling
24
Economics letters
23
Econometrics : open access journal
18
European journal of operational research : EJOR
18
Computational economics
17
Journal of economic dynamics & control
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Insurance / Mathematics & economics
14
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
14
Quantitative economics : QE ; journal of the Econometric Society
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of risk and financial management : JRFM
11
Finance research letters
10
International journal of production research
10
The econometrics journal
10
Applied economics
9
Energy economics
9
European economic review : EER
9
Journal of empirical finance
9
Journal of management : JOM
9
Risks : open access journal
9
Statistics in transition : an international journal of the Polish Statistical Association
9
Applied economics letters
8
Central European journal of economic modelling and econometrics
8
Journal of macroeconomics
8
Quantitative marketing and economics : QME
8
Regional science & urban economics
8
Scandinavian actuarial journal
8
Journal of productivity analysis
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
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ECONIS (ZBW)
19
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1
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
2
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:
3
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:
4
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
Saved in:
5
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:
6
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
7
Multi-model forecasts of the West Texas intermediate crude oil spot price
Ryan, Laura
;
Whiting, Bronwen
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10011860454
Saved in:
8
Forecasting with specification‐switching VARs
Hwang, Youngjin
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
Saved in:
9
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:
10
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:
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