//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On optimal smoothing of densit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
208
Prognoseverfahren
208
Estimation theory
153
Schätztheorie
153
Theorie
92
Theory
92
Time series analysis
84
Zeitreihenanalyse
84
Statistical distribution
83
Statistische Verteilung
83
Risikomaß
59
Risk measure
59
Estimation
46
Schätzung
46
ARCH model
37
ARCH-Modell
37
Volatility
37
Volatilität
37
Bayes-Statistik
28
Bayesian inference
28
Forecast
24
Regression analysis
24
VAR model
23
VAR-Modell
23
Capital income
22
Kapitaleinkommen
22
Regressionsanalyse
22
Forecasting
21
Prognose
20
Inflation
17
Portfolio selection
17
Portfolio-Management
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Probability theory
16
Risk
16
Wahrscheinlichkeitsrechnung
16
Economic forecast
15
Wirtschaftsprognose
15
Statistical test
14
more ...
less ...
Online availability
All
Undetermined
157
Free
4
Type of publication
All
Article
256
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
256
Aufsatz in Zeitschrift
256
Aufsatzsammlung
1
Language
All
English
257
Author
All
Clements, Michael P.
4
González-Rivera, Gloria
4
Hyndman, Rob J.
4
Kapetanios, George
4
Lucas, André
4
Panagiotelis, Anastasios
4
Ruiz, Esther
4
Taleb, Nassim Nicholas
4
Taylor, James W.
4
Armstrong, Jon Scott
3
Clements, Adam
3
Fuertes, Ana María
3
Galvão, Ana Beatriz C.
3
Gerlach, Richard
3
Knüppel, Malte
3
Smith, Jeremy
3
Tao, Hong
3
Teräsvirta, Timo
3
Zhao, Yongchen
3
Ziel, Florian
3
Alexander, Carol
2
Athanasopoulos, George
2
Baillie, Richard
2
Catania, Leopoldo
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
Garratt, Anthony
2
Gefang, Deborah
2
Giannone, Domenico
2
Harvey, Andrew C.
2
Hendry, David F.
2
Herrera, Rodrigo
2
Huber, Florian
2
Kalotychou, Elena
2
Kang, Yanfei
2
Kock, Anders Bredahl
2
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
1,769
Economics letters
1,056
Econometric theory
758
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
694
Econometric reviews
489
Discussion paper / Tinbergen Institute
440
Insurance / Mathematics & economics
404
CEMMAP working papers / Centre for Microdata Methods and Practice
389
NBER Working Paper
383
NBER working paper series
350
Journal of the American Statistical Association : JASA
341
European journal of operational research : EJOR
337
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
336
The econometrics journal
284
Working paper / National Bureau of Economic Research, Inc.
272
Journal of banking & finance
270
Applied economics letters
259
Journal of applied econometrics
256
Applied economics
255
Série des documents de travail / Centre de Recherche en Économie et Statistique
248
Economic modelling
234
Cowles Foundation discussion paper
228
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
221
Discussion paper series / IZA
217
Discussion paper / Center for Economic Research, Tilburg University
215
Working paper
215
Finance research letters
204
Risks : open access journal
204
Oxford bulletin of economics and statistics
200
Discussion paper
193
Journal of forecasting
192
Working paper / Department of Econometrics and Business Statistics, Monash University
188
Journal of quantitative economics : official journal of the Indian Econometric Society
170
Computational economics
169
Econometrics : open access journal
168
The review of economics and statistics
167
CREATES research paper
153
Journal of economic dynamics & control
149
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
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:
4
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
5
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
Saved in:
6
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
7
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
8
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
9
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
10
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->