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~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Stochastischer Prozess
Bayes-Statistik
56
Bayesian inference
56
Forecasting model
46
Prognoseverfahren
46
Theorie
36
Theory
36
Time series analysis
23
Zeitreihenanalyse
23
VAR model
14
VAR-Modell
14
Estimation
13
Schätzung
13
Markov chain
9
Markov-Kette
9
Modellierung
9
Scientific modelling
9
Volatility
7
Volatilität
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6
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6
Regressionsanalyse
6
Stochastic process
6
Wirtschaftsprognose
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Leading indicator
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Risk measure
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Schätztheorie
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State space model
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stochastic volatility
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ARCH model
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ARCH-Modell
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Aufsatz in Zeitschrift
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English
10
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Kolkiewicz, Adam W.
2
Men, Zhongxian
2
Wirjanto, Tony S.
2
Ardia, David
1
Asai, Manabu
1
Breidt, F. Jay
1
Cross, Jamie
1
Gaskell, Paul
1
Guo, Na
1
Hsu, Nan-jung
1
Jiang, Yue
1
Kolly, Jeremy
1
Leippold, Markus
1
Li, Raymond W. M.
1
Lopes, Hedibert Freitas
1
McGroarty, Frank
1
Pfarrhofer, Michael
1
So, Mike Ka-pui
1
Tiropanis, Thanassis
1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
1
Yang, Hanlin
1
Zhang, Bo
1
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Journal of forecasting
Journal of econometrics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
21
Economics letters
21
European journal of operational research : EJOR
20
International journal of forecasting
20
Economic modelling
18
Journal of the American Statistical Association : JASA
18
Quantitative economics : QE ; journal of the Econometric Society
15
Journal of economic dynamics & control
14
Computational economics
13
Journal of applied econometrics
13
The econometrics journal
11
Econometrics : open access journal
10
Energy economics
10
Applied economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
9
Operations research
9
Central European journal of economic modelling and econometrics
8
Finance research letters
8
Insurance / Mathematics & economics
8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of production research
7
Macroeconomic dynamics
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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 management : JOM
6
Journal of quantitative economics
6
Journal of banking & finance
5
Journal of empirical finance
5
Journal of macroeconomics
5
Journal of productivity analysis
5
Quantitative finance
5
Quantitative marketing and economics : QME
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ECONIS (ZBW)
10
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1
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:
2
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
3
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
4
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:
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
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
8
Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
Saved in:
9
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:
10
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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