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~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~person:"O'Connor, Marcus J."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
10
Forecasting model
7
Prognoseverfahren
7
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7
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7
Estimation theory
3
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Lucas, André
O'Connor, Marcus J.
Hyndman, Rob J.
17
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Franses, Philip Hans
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Clements, Michael P.
8
Hendry, David F.
8
Koehler, Anne B.
8
Koopman, Siem Jan
8
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Bergmeir, Christoph
6
Dijk, Dick van
6
Kang, Yanfei
6
Proietti, Tommaso
6
Teräsvirta, Timo
6
Castle, Jennifer
5
Goodwin, Paul
5
Harvey, Nigel
5
Kourentzes, Nikolaos
5
McCabe, Brendan Peter Martin
5
Miller, Don M.
5
Panagiotelis, Anastasios
5
Peña, Daniel
5
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5
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5
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5
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4
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4
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4
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4
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4
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4
Martin, Gael M.
4
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4
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4
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International journal of forecasting
Discussion paper / Tinbergen Institute
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Journal of econometrics
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of forecasting
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Tinbergen Institute Discussion Paper
2
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1
Econometric theory
1
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1
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1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Systemic risk tomography : signals, measurement and transmission channels
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ECONIS (ZBW)
10
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1
The asymmetry of judgemental confidence intervals in time series forecasting
O'Connor, Marcus J.
;
Remus, William E.
;
Griggs, Kenneth
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 623-633
Persistent link: https://www.econbiz.de/10001637773
Saved in:
2
Time series characteristics and the widths of judgemental confidence intervals
O'Connor, Marcus J.
- In:
International journal of forecasting
7
(
1992
)
4
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001124461
Saved in:
3
Judgemental forecasting in times of change
O'Connor, Marcus J.
- In:
International journal of forecasting
9
(
1993
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10001148748
Saved in:
4
An examination of the accuracy of judgmental extrapolation of time series
Lawrence, Michael J.
- In:
International journal of forecasting
1
(
1985
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10001033957
Saved in:
5
Does reliable information improve the accuracy of judgmental forecasts?
Remus, William E.
- In:
International journal of forecasting
11
(
1995
)
2
,
pp. 285-293
Persistent link: https://www.econbiz.de/10001189976
Saved in:
6
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
7
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
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