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Search: subject:"Density Forecasts"
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ARCH model
Prognoseverfahren
125
Forecasting model
119
density forecasts
106
Statistische Verteilung
78
Statistical distribution
75
Theorie
57
Density forecasts
55
Theory
55
Bayesian inference
36
Schätzung
35
Density Forecasts
32
Estimation
32
Wirtschaftsprognose
31
Bayes-Statistik
30
Economic forecast
30
Inflation
26
Prognose
25
Forecast
24
Time series analysis
20
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20
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19
Leading indicator
19
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19
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18
forecasting
15
real-time data
15
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14
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14
VAR-Modell
14
USA
13
Capital income
12
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12
Kapitaleinkommen
12
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12
Survey of Professional Forecasters
12
disagreement
12
forecast combination
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11
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11
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9
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13
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Blazsek, Szabolcs
4
Raaij, Gabriela de
3
Raunig, Burkhard
3
Monteros, Luis Antonio
2
Brio, Esther B. del
1
Cai, Charlie X.
1
Catania, Leopoldo
1
Gupta, Rangan
1
Hallam, Mark
1
Hernández, Hector
1
Huber, Florian
1
Kim, Minjoo
1
Nonejad, Nima
1
Olmo, Jose
1
Perote, Javier
1
Piribauer, Philipp
1
Rodriguez, Gabriel
1
Shin, Yongcheol
1
Villatoro, Marco
1
Zhang, Qi
1
Ñíguez, Trino-Manuel
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3
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International review of financial analysis
1
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1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
13
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1
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13
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1
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
2
Density
forecasts
and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
3
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
4
Analysis of electricity prices for Central American countries using dynamic conditional score models
Blazsek, Szabolcs
;
Hernández, Hector
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1807-1848
Persistent link: https://www.econbiz.de/10011950337
Saved in:
5
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
6
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
7
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
8
The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2010
Persistent link: https://www.econbiz.de/10010422539
Saved in:
9
Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs
;
Villatoro, Marco
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
Saved in:
10
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark
;
Olmo, Jose
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
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