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~subject:"Forecasting model"
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Forecasting model
Wohlfahrtsanalyse
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
70
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
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Schätztheorie
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Yield curve
17
Zinsstruktur
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VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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100
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English
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Johansen, Søren
6
Podolskij, Mark
6
Grassi, Stefano
5
Hansen, Peter Reinhard
5
Santucci de Magistris, Paolo
5
Borup, Daniel
4
Christensen, Bent Jesper
4
Haldrup, Niels
4
Kruse, Robinson
4
Nielsen, Morten Ørregaard
4
Bredahl Kock, Anders
3
Christensen, Kim
3
Christiansen, Charlotte
3
Ergemen, Yunus Emre
3
Lunde, Asger
3
Nonejad, Nima
3
Proietti, Tommaso
3
Yang, Yukai
3
Andreasen, Martin Møller
2
Bauwens, Luc
2
Boldrini, Lorenzo
2
Bollerslev, Tim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Eriksen, Jonas Nygaard
2
Hillebrand, Eric
2
Kjær, Mads Markvart
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Patton, Andrew J.
2
Pedersen, Thomas Q.
2
Rossi, Eduardo
2
Tanggaard, Carsten
2
Teräsvirta, Timo
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Varneskov, Rasmus Tangsgaard
2
Veliyev, Bezirgen
2
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CREATES research paper
International journal of forecasting
753
Journal of forecasting
511
Working paper / National Bureau of Economic Research, Inc.
438
Economics letters
423
NBER working paper series
422
NBER Working Paper
408
Journal of econometrics
404
Discussion paper / Centre for Economic Policy Research
349
CESifo working papers
340
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
327
Discussion paper / Tinbergen Institute
264
Economic modelling
229
Working paper
206
Econometric theory
200
Applied economics
167
Journal of economic dynamics & control
156
Econometric reviews
155
European journal of operational research : EJOR
144
Journal of applied econometrics
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
Applied economics letters
137
Computational economics
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
133
Energy economics
126
Discussion paper series / IZA
118
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
Finance research letters
111
Journal of empirical finance
111
Working paper / Department of Econometrics and Business Statistics, Monash University
108
Discussion paper
107
CESifo Working Paper Series
103
Journal of macroeconomics
100
International review of economics & finance : IREF
94
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
92
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
91
SFB 649 discussion paper
91
Working paper series / European Central Bank
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Risks : open access journal
88
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ECONIS (ZBW)
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
3
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
4
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
5
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
6
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
7
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
8
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
9
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
Saved in:
10
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
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