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~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Prognoseverfahren
Stochastic process
Theory
607,237
Theorie
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Diebold, Francis X.
130
Timmermann, Allan
105
Franses, Philip Hans
92
Clark, Todd E.
91
Marcellino, Massimiliano
84
Clements, Michael P.
79
Koopman, Siem Jan
76
Phillips, Peter C. B.
70
Swanson, Norman R.
64
Ravazzolo, Francesco
61
Hyndman, Rob J.
59
Kilian, Lutz
59
Gupta, Rangan
56
Pesaran, M. Hashem
56
Hendry, David F.
55
McCracken, Michael W.
53
Sethi, Suresh
51
Koop, Gary
50
Härdle, Wolfgang
47
McAleer, Michael
46
Giannone, Domenico
45
Schorfheide, Frank
45
Dijk, Herman K. van
42
Granger, C. W. J.
42
Escudero, Laureano F.
39
Pierdzioch, Christian
39
Bollerslev, Tim
38
Ghysels, Eric
36
Korobilis, Dimitris
36
Linton, Oliver
36
Pettenuzzo, Davide
36
Post, Thierry
36
Armstrong, J. Scott
35
Carriero, Andrea
35
Lux, Thomas
35
Rossi, Barbara
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Satchell, Stephen
34
Athanasopoulos, George
33
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National Bureau of Economic Research
135
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Centre for Analytical Finance <Århus>
12
Springer Fachmedien Wiesbaden
12
Econometrisch Instituut <Rotterdam>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Erasmus Research Institute of Management
8
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
7
European University Institute / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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School of Economics and Finance <Brisbane>
5
Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Rutgers University / Department of Economics
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University of Exeter / Department of Economics
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Gottfried Wilhelm Leibniz Universität Hannover
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IGI Global
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Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
London School of Economics and Political Science
3
National Institute of Economic and Social Research
3
Robert Schuman Centre for Advanced Studies
3
Rodney L. White Center for Financial Research
3
Social Systems Research Institute
3
Springer-Verlag GmbH
3
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International journal of forecasting
712
European journal of operational research : EJOR
553
Journal of forecasting
440
Journal of econometrics
224
Insurance / Mathematics & economics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
International journal of production research
169
Computers & operations research : and their applications to problems of world concern ; an international journal
167
Discussion paper / Tinbergen Institute
155
Computational economics
130
Finance and stochastics
130
Operations research
129
Economics letters
127
International journal of theoretical and applied finance
127
International journal of production economics
126
Working paper / National Bureau of Economic Research, Inc.
122
NBER Working Paper
121
Economic modelling
118
NBER working paper series
118
Journal of economic dynamics & control
117
Risks : open access journal
115
Discussion paper / Centre for Economic Policy Research
110
Operations research letters
107
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Energy economics
103
Quantitative finance
99
Finance research letters
95
Working paper
95
Journal of empirical finance
94
Econometric reviews
93
Applied economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
89
Mathematics of operations research
85
SFB 649 discussion paper
84
Journal of banking & finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Applied economics letters
82
Technological forecasting & social change : an international journal
80
CESifo working papers
78
CREATES research paper
78
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ECONIS (ZBW)
22,213
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1
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1
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
2
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
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
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
7
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
8
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
9
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:
10
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:
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