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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Zustandsraummodell"
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Prognoseverfahren
Stochastischer Prozess
Zustandsraummodell
Theorie
653
Theory
653
Portfolio selection
122
Portfolio-Management
122
Forecasting model
106
Time series analysis
89
Zeitreihenanalyse
89
CAPM
59
Estimation
59
Schätzung
59
Volatility
56
Volatilität
56
Börsenkurs
51
Share price
51
Stochastic process
47
Risiko
44
Risk
44
Capital income
42
Kapitaleinkommen
42
Financial crisis
33
Finanzkrise
33
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Bayes-Statistik
30
Bayesian inference
30
Financial market
29
Finanzmarkt
29
Mathematical programming
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Mathematische Optimierung
29
Anlageverhalten
26
Behavioural finance
26
Risikoprämie
26
Risk premium
26
State space model
26
Bubbles
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Spekulationsblase
25
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24
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128
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153
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Arbeitspapier
153
Working Paper
153
Graue Literatur
148
Non-commercial literature
148
Forschungsbericht
2
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English
153
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Hyndman, Rob J.
33
Athanasopoulos, George
20
Martin, Gael M.
18
Snyder, Ralph D.
14
Sornette, Didier
13
Gao, Jiti
9
Scaillet, Olivier
9
Frazier, David T.
8
Panagiotelis, Anastasios
8
Forbes, Catherine Scipione
7
Koehler, Anne B.
7
Maneesoonthorn, Worapree
7
Filipović, Damir
5
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Ord, John Keith
5
Trojani, Fabio
5
Beaumont, Adrian
4
Gagliardini, Patrick
4
King, Maxwell L.
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Zhang, Xibin
4
Arvanitis, Stelios
3
Ben Taieb, Souhaib
3
Filimonov, Vladimir
3
Jondeau, Eric
3
Kourentzes, Nikolaos
3
Rockinger, Michael
3
Topaloglou, Nikolas
3
Wickramasuriya, Shanika L.
3
Akram, Muhammad
2
Anderson, Heather M.
2
Camponovo, Lorenzo
2
Cauwels, Peter
2
Dong, Chaohua
2
Farkas, Walter
2
Ghysels, Eric
2
Harris, David
2
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Monash University
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Research paper series / Swiss Finance Institute
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
715
European journal of operational research : EJOR
555
Journal of forecasting
448
Journal of econometrics
237
Insurance / Mathematics & economics
199
Discussion paper / Tinbergen Institute
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
International journal of production research
173
Computers & operations research : and their applications to problems of world concern ; an international journal
168
Computational economics
151
Economics letters
145
Journal of economic dynamics & control
138
Economic modelling
135
Finance and stochastics
130
International journal of theoretical and applied finance
129
NBER Working Paper
129
Operations research
129
Working paper / National Bureau of Economic Research, Inc.
128
International journal of production economics
127
NBER working paper series
124
Discussion paper / Centre for Economic Policy Research
118
Risks : open access journal
117
Operations research letters
107
Energy economics
106
Management science : journal of the Institute for Operations Research and the Management Sciences
105
Quantitative finance
103
Finance research letters
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Econometric reviews
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99
Applied economics
97
Journal of empirical finance
97
Applied economics letters
87
Journal of banking & finance
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SFB 649 discussion paper
85
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84
Journal of applied econometrics
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
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ECONIS (ZBW)
153
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1
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios
;
Scaillet, Olivier
;
Topaloglou, Nikolas
-
2024
Persistent link: https://www.econbiz.de/10014485760
Saved in:
2
Optimal forecast reconciliation with time series selection
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Wickramasuriya, Shanika L.
-
2024
Persistent link: https://www.econbiz.de/10014534120
Saved in:
3
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
4
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
5
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
6
A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca
;
Scheidegger, Simon
;
Trojani, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014483248
Saved in:
7
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
8
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
9
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
10
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
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