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~person:"Diebold, Francis X."
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Handbook"
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Capital income
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Diebold, Francis X.
Timmermann, Allan
Gupta, Rangan
53
Clements, Michael P.
41
Eeckhoudt, Louis R.
38
Pierdzioch, Christian
37
Gollier, Christian
36
Franses, Philip Hans
35
McAleer, Michael
28
Petropoulos, Fotios
28
Marcellino, Massimiliano
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Bollerslev, Tim
26
Fabozzi, Frank J.
25
Moosa, Imad A.
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Satchell, Stephen
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Wang, Yudong
25
Hendry, David F.
24
Herwartz, Helmut
24
Wang, Ruodu
24
Makridakis, Spyros G.
23
Epstein, Larry G.
22
Hyndman, Rob J.
22
Swanson, Norman R.
22
Koop, Gary
21
Koopman, Siem Jan
21
Viscusi, W. Kip
21
Wong, Wing Keung
21
Denuit, Michel
20
Kit, Pong Wong
20
Madan, Dilip B.
20
Asai, Manabu
19
Armstrong, Jon Scott
18
Chavas, Jean-Paul
18
Clark, Todd E.
18
Devereux, Michael B.
18
Granger, C. W. J.
18
Assimakopoulos, V.
17
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17
Fildes, Robert
17
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1
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ECONIS (ZBW)
76
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1
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10
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76
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1
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
2
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
3
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
4
Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives
Diebold, Francis X.
;
Shin, Minchul
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1679-1691
Persistent link: https://www.econbiz.de/10012305515
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
6
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
7
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
8
Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.
;
Shin, Minchul
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 588-598
Persistent link: https://www.econbiz.de/10011795289
Saved in:
9
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
10
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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