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~subject:"Börsenkurs"
~subject:"Theory"
~subject:"Time series analysis"
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Search: subject_exact:"Prognosetechnik"
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Börsenkurs
Theory
Time series analysis
Forecasting model
39,860
Prognoseverfahren
39,860
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13,338
Prognose
6,122
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5,920
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5,829
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5,826
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5,657
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4,635
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3,443
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2,056
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1,869
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1,786
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1,743
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1,668
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1,639
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1,633
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Gupta, Rangan
149
Diebold, Francis X.
136
Franses, Philip Hans
115
Timmermann, Allan
115
Marcellino, Massimiliano
94
Clark, Todd E.
93
Clements, Michael P.
90
Hyndman, Rob J.
87
Ravazzolo, Francesco
83
Pesaran, M. Hashem
76
Swanson, Norman R.
76
Pierdzioch, Christian
70
Hendry, David F.
64
McCracken, Michael W.
64
Koop, Gary
62
Schorfheide, Frank
62
Koopman, Siem Jan
61
Giannone, Domenico
58
McMillan, David G.
57
Ma, Feng
55
Bollerslev, Tim
51
Kilian, Lutz
51
McAleer, Michael
51
Kapetanios, George
49
Dijk, Herman K. van
47
Korobilis, Dimitris
46
Rossi, Barbara
44
Athanasopoulos, George
42
Härdle, Wolfgang
41
Stock, James H.
41
Wang, Yudong
41
Watson, Mark W.
41
Dijk, Dick van
39
Ghysels, Eric
38
Lahiri, Kajal
38
Makridakis, Spyros G.
38
Armstrong, J. Scott
37
Fildes, Robert
37
Granger, C. W. J.
37
Huber, Florian
37
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National Bureau of Economic Research
127
European University Institute / Department of Law
9
Federal Reserve System / Division of Research and Statistics
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6
Ekonomiska forskningsinstitutet <Stockholm>
6
Rutgers University / Department of Economics
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Economics
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Springer Fachmedien Wiesbaden
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University of Strathclyde / Department of Economics
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Centre for International Research on Economic Tendency Surveys
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Canterbury / Dept. of Economics and Finance
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Boston College / Department of Economics
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Brown University / Department of Economics
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Erasmus Research Institute of Management
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IGI Global
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Robert Schuman Centre for Advanced Studies
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Verlag Dr. Kovač
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Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
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International journal of forecasting
898
Journal of forecasting
538
Journal of econometrics
173
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Finance research letters
159
Applied economics
132
Energy economics
132
Economic modelling
130
Discussion paper / Tinbergen Institute
126
European journal of operational research : EJOR
124
Journal of empirical finance
118
International review of financial analysis
113
NBER working paper series
113
Journal of banking & finance
111
Economics letters
109
NBER Working Paper
107
Working paper / Department of Econometrics and Business Statistics, Monash University
106
Computational economics
105
Working paper
105
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Centre for Economic Policy Research
99
Applied economics letters
93
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Technological forecasting & social change : an international journal
85
The North American journal of economics and finance : a journal of financial economics studies
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
International review of economics & finance : IREF
80
Journal of applied econometrics
79
Journal of financial economics
70
Risks : open access journal
69
CESifo working papers
68
Working paper series / European Central Bank
68
The European journal of finance
67
Quantitative finance
64
CREATES research paper
63
International journal of production economics
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Journal of economic dynamics & control
56
Journal of risk and financial management : JRFM
55
Journal of international money and finance
54
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ECONIS (ZBW)
18,197
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1
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10
of
18,197
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Does historical data still matter for demand forecasting in uncertain and turbulent times? : an extension of the additive pickup time series method for SME hotels
Heo, Cindy Yoonjoung
;
Viverit, Luciano
;
Pereira, Luis Nobre
- In:
Journal of revenue and pricing management
23
(
2024
)
1
,
pp. 39-43
Persistent link: https://www.econbiz.de/10014478869
Saved in:
3
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:
4
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
5
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
6
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
7
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor
-
2024
Recent survey evidence suggests that investors form beliefs about future stock returns by predominantly extrapolating their own experience: They overweight returns they have personally experienced while underweighting returns from earlier years and consequently expect high (low) stock market...
Persistent link: https://www.econbiz.de/10014490050
Saved in:
8
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
9
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
10
Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?
Dreher, Sandra
;
Eichfelder, Sebastian
;
Noth, Felix
- In:
Journal of business economics : JBE
94
(
2024
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014494375
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