In dieser Arbeit werden parametrische Modelle zur Prognose von Spielen der Fußball-Bundesliga geschätzt. Dabei werden …

analytical tractability. -- ARMA-GARCH models ; neural networks ; nonparametric density estimation ; forecast accuracy ; option …

between the realization and prediction of future spot prices, and what factors affect these forecast errors. The results of … formation process, thus increasing forecast errors. Conversely, long-term speculation, proxied by the Working-T index and the … speculative pressure index, reduces forecast errors although their quantitative effect is negligible. Other relevant factors that …

Recently, several institutions have increased their forecast horizons, and many institutions rely on their past … forecast errors to estimate measures of forecast uncertainty. This work addresses the question how the latter estimation can be … accomplished if there are only very few errors available for the new forecast horizons. It extends upon the results of Knüppel …