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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Estimation theory
Forecasting model
Theorie
326
Theory
326
Experiment
62
Stochastic process
55
Stochastischer Prozess
55
Time series analysis
51
Zeitreihenanalyse
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Cai, Zongwu
2
Härdle, Wolfgang
2
Breitung, Jörg
1
Bunke, Olaf
1
Busch, Thomas
1
Camlong-Viot, Christine
1
Candelon, Bertrand
1
Hernandez-Molinar, Raul
1
Herwartz, Helmut
1
Hlávka, Zdeněk
1
Hong, Yongmiao
1
Ioannides, D. A.
1
Johannes, Jan
1
Karlsen, Hans Arnfinn
1
Klapper, Daniel
1
Knight, Keith
1
Lefante, John
1
Lütkepohl, Helmut
1
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1
Matzner-Lober, E.
1
Myklebust, Terje
1
Nielsen, Jens Perch
1
Reiß, Markus
1
Rodríguez Poo, Juan Manuel
1
Sadaka, H.
1
Schmid, Wolfgang
1
Schmidt, Carsten
1
Simar, Léopold
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Stahl, Gerhard
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1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tjostheim, Dag
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Vieu, Philippe
1
Werwatz, Axel
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
126
Ekonomiska forskningsinstitutet <Stockholm>
31
European University Institute / Department of Economics
25
Umeå universitet
22
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Centre for Quantitative Economics & Computing
8
European University Institute / Department of Law
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Springer Fachmedien Wiesbaden
6
University of Strathclyde / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
University of Cambridge / Department of Applied Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Brown University / Department of Economics
4
Centre for International Research on Economic Tendency Surveys
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
Institut für Weltwirtschaft
4
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Discussion papers of interdisciplinary research project 373
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Source
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ECONIS (ZBW)
25
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1
How accurate do markets predict the outcome of an event? : the Euro 2000 soccer championships
experiment
Schmidt, Carsten
;
Werwatz, Axel
-
2002
-
Rev.
For the Euro 2000 Soccer Championships an experimental asset market was condueted, with traders buying and selling contracts on the winners of individual matches. Market-generated probabilities are compared to professional bet quotas, and factors that are responsible for the quality of the...
Persistent link: https://www.econbiz.de/10009621415
Saved in:
2
Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts
Klapper, Daniel
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10009578563
Saved in:
3
Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg
;
Candelon, Bertrand
-
2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
Saved in:
4
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10009581104
Saved in:
5
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
-
1999
VaR models are related to statistical forecast systems. Within that framework different forecast tasks including Value-at-
Risk
…
Persistent link: https://www.econbiz.de/10009582401
Saved in:
6
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn
;
Myklebust, Terje
;
Tjostheim, Dag
-
2000
We derive an asymptotic
theory
of nonparametric estimation for an nonlinear transfer function model Z(t) = f (Xt) + Wt …
Persistent link: https://www.econbiz.de/10009583888
Saved in:
7
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
10
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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