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~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Börsenkurs
Forecasting model
Structural break
Zustandsraummodell
Time series analysis
164
Zeitreihenanalyse
164
Theorie
74
Theory
74
Estimation theory
68
Schätztheorie
68
Prognoseverfahren
30
Volatility
27
Volatilität
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Estimation
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Teräsvirta, Timo
7
Kruse, Robinson
6
Grassi, Stefano
5
Christensen, Bent Jesper
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Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Amado, Cristina
2
Bredahl Kock, Anders
2
Christoffersen, Peter F.
2
Dias, Gustavo Fruet
2
Haldrup, Niels
2
Hillebrand, Eric
2
Silvennoinen, Annastiina
2
Varneskov, Rasmus Tangsgaard
2
Voev, Valeri
2
Bauwens, Luc
1
Bennedsen, Mikkel
1
Berkowitz, Jeremy
1
Boldrini, Lorenzo
1
Bork, Lasse
1
Borup, Daniel
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Bredahl Kock, Andreas
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Callot, Laurent
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Callot, Laurent A. F.
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Casarin, Roberto
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Chini, Emilio Zanetti
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Delle Monache, Davide
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Dijk, Herman K. van
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Dolatabadi, Sepideh
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Giovannelli, Alessandro
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González, Andrés
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Halbleib, Roxana
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Hall, Anthony D.
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Hansen, Peter Reinhard
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CREATES research paper
International journal of forecasting
465
Journal of forecasting
246
Journal of econometrics
181
Discussion paper / Tinbergen Institute
150
Economic modelling
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Applied economics
115
Economics letters
106
Energy economics
103
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Computational economics
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Applied economics letters
68
Working paper
68
Finance research letters
66
Journal of empirical finance
62
CESifo working papers
59
International review of economics & finance : IREF
51
Econometric reviews
49
International Journal of Energy Economics and Policy : IJEEP
48
Journal of risk and financial management : JRFM
45
Econometrics : open access journal
44
The North American journal of economics and finance : a journal of financial economics studies
44
CAMA working paper series
41
Journal of applied econometrics
40
European journal of operational research : EJOR
38
International review of financial analysis
38
Journal of economic dynamics & control
38
NBER working paper series
38
Working paper series / European Central Bank
38
NBER Working Paper
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Discussion paper
36
Quantitative finance
33
The empirical economics letters : a monthly international journal of economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Applied financial economics
31
Journal of banking & finance
31
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ECONIS (ZBW)
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The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
4
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
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5
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés
;
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2009
Persistent link: https://www.econbiz.de/10003849428
Saved in:
6
Estimating U.S. monetary policy shocks using a factor-augmented vector autoregression : an EM algorithm apporach
Bork, Lasse
-
2009
Persistent link: https://www.econbiz.de/10003849520
Saved in:
7
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
8
Forecasting long memory time series under a break in persistence
Heinen, Florian
;
Sibbertsen, Philipp
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003898521
Saved in:
9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
Saved in:
10
Forecasting with nonlinear time series models
Bredahl Kock, Andreas
;
Teräsvirta, Timo
-
2010
Persistent link: https://www.econbiz.de/10003914221
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