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Search: subject:"Model confidence set"
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Prognoseverfahren
64
Forecasting model
63
model confidence set
57
Model confidence set
44
Theorie
36
Theory
35
Volatility
34
Volatilität
29
ARCH model
25
ARCH-Modell
25
Model Confidence Set
18
Modellierung
17
Scientific modelling
17
Zeitreihenanalyse
16
MGARCH
15
Time series analysis
15
Statistical test
13
Statistischer Test
13
Aktienmarkt
12
Capital income
12
Estimation theory
12
Kapitaleinkommen
12
Schätztheorie
12
Stock market
12
Forecasting
10
Covariance forecasting
9
Estimation
9
Portfolio selection
9
Portfolio-Management
9
Schätzung
9
forecast evaluation
9
model comparison
9
model ranking
9
Börsenkurs
8
Share price
8
forecasting
8
Oil price
7
Risikomaß
7
Risk measure
7
Ölpreis
7
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Free
60
Undetermined
51
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Book / Working Paper
61
Article
60
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Article in journal
53
Aufsatz in Zeitschrift
53
Working Paper
22
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
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1
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1
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English
87
Undetermined
31
Portuguese
3
Author
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Caporin, Massimiliano
15
McAleer, Michael
15
Clements, Adam
6
Lehmann, Robert
5
Wohlrabe, Klaus
5
Becker, Ralf
4
Hutter, Christian
4
Koopman, Siem Jan
4
Laurent, Sébastien
4
Rombouts, Jeroen V.K.
4
Scharth, Marcel
4
Stentoft, Lars
4
Violante, Francesco
4
Weber, Enzo
4
Alfarano, Simone
3
Bauwens, Luc
3
Braione, Manuela
3
Caporin, M.
3
Degiannakis, Stavros
3
Doman, Ryszard
3
Hurn, Stan
3
Lucas, Andre
3
McAleer, M.J.
3
Milaković, Mishael
3
Mundt, Philipp
3
Rombouts, Jeroen
3
Storti, Giuseppe
3
Barde, Sylvain
2
Bernardi, Mauro
2
Catania, Leopoldo
2
Ceci, Donato
2
Cerqueira, Daniel
2
Coelho, Danilo
2
Doman, Małgorzata
2
Doolan, M. B.
2
Doolan, Mark
2
Filis, George
2
Lins, Gabriel de Oliveira Accioly
2
Liu, Jing
2
Liu, Xiaochun
2
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School of Economics and Management, University of Aarhus
5
Department of Economics and Finance, College of Business and Economics
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Erasmus University Rotterdam, Econometric Institute
3
Institute of Economic Research, Kyoto University
3
National Centre for Econometric Research (NCER)
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Norges Bank
1
Tinbergen Institute
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
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International journal of forecasting
9
CREATES Research Papers
5
Applied economics
4
Econometric Institute Research Papers
4
Journal of forecasting
4
Working Papers in Economics
4
CORE Discussion Papers
3
Econometric Institute Report
3
Energy economics
3
Finance research letters
3
Journal of empirical finance
3
KIER Working Papers
3
NCER Working Paper Series
3
CIRANO Working Papers
2
Cahiers de recherche
2
Documentos de Trabajo del ICAE
2
Economic modelling
2
International Journal of Forecasting
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NCER working paper series
2
The energy journal
2
Tinbergen Institute Discussion Papers
2
Working papers
2
"Marco Fanno" Working Papers
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of economics and statistics
1
Annals of finance
1
Applied Economics
1
Applied economics letters
1
BERG Working Paper Series
1
BERG working paper series
1
CORE discussion papers : DP
1
Computational Statistics & Data Analysis
1
Computational economics
1
DEM Working Papers Series
1
Discussion Papers in Economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / University of Kent, School of Economics
1
Dynamic Econometric Models
1
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ECONIS (ZBW)
68
RePEc
43
EconStor
9
BASE
1
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1
Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato
;
Silvestrini, Andrea
-
2022
Persistent link: https://www.econbiz.de/10013197656
Saved in:
2
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
3
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
4
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
5
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
6
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
7
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
8
Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato
;
Silvestrini, Andrea
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1569-1593
Persistent link: https://www.econbiz.de/10014432723
Saved in:
9
Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen
;
Gao, Qiujin
;
Li, Matthew C.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
Saved in:
10
Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas
-
2020
Franke and Westerhoff (2012) is the only exception. Estimation of the
model
confidence
set
indicates that this model is not … of the
model
confidence
set
. …
Persistent link: https://www.econbiz.de/10012215456
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