//--> //--> //--> //-->
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
A method for predicting VaR by...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
1,594
Prognoseverfahren
1,594
Theorie
855
Theory
855
Time series analysis
572
Zeitreihenanalyse
572
Forecast
290
Prognose
283
Economic forecast
270
Wirtschaftsprognose
270
Estimation
177
Schätzung
177
Forecasting
160
Leading indicator
146
Frühindikator
145
USA
143
United States
143
Estimation theory
142
Schätztheorie
142
Volatility
136
Volatilität
136
Bayes-Statistik
111
Bayesian inference
111
Capital income
98
Kapitaleinkommen
98
VAR model
92
VAR-Modell
92
Inflation
91
Regression analysis
89
ARCH model
88
ARCH-Modell
88
Welt
87
World
87
Regressionsanalyse
86
Statistical distribution
83
Statistische Verteilung
83
Neural networks
80
Neuronale Netze
80
Risikomaß
56
Risk measure
56
more ...
less ...
Online availability
All
Undetermined
856
Free
27
Type of publication
All
Article
1,809
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
1,820
Aufsatz in Zeitschrift
1,820
Collection of articles of several authors
35
Sammelwerk
35
Systematic review
6
Übersichtsarbeit
6
Aufsatzsammlung
5
Bibliografie enthalten
2
Bibliography included
2
Conference proceedings
2
Interview
2
Konferenzschrift
2
Rezension
1
more ...
less ...
Language
All
English
1,830
Author
All
Fildes, Robert
29
Hyndman, Rob J.
29
Clements, Michael P.
28
Makridakis, Spyros G.
25
Goodwin, Paul
23
Stekler, Herman O.
22
Franses, Philip Hans
20
Nikolopoulos, Konstantinos
20
Taylor, James W.
18
Önkal, Dilek
16
Marcellino, Massimiliano
15
Athanasopoulos, George
14
Dijk, Dick van
14
Koopman, Siem Jan
14
Armstrong, Jon Scott
13
Hendry, David F.
13
Koehler, Anne B.
13
Lawrence, Michael J.
13
Lewis-Beck, Michael S.
13
Pesaran, M. Hashem
13
Assimakopoulos, V.
12
Lahiri, Kajal
12
Pinson, Pierre
12
Ruiz, Esther
12
Spiliotis, Evangelos
12
Petropoulos, Fotios
11
Tao, Hong
11
Timmermann, Allan
11
Kapetanios, George
10
Schuermann, Til
10
Galvão, Ana Beatriz C.
9
Giannone, Domenico
9
Kolassa, Stephan
9
Kourentzes, Nikolaos
9
O'Connor, Marcus J.
9
Ord, John Keith
9
Smith, L. Vanessa
9
Boylan, John E.
8
García-Ferrer, Antonio
8
González-Rivera, Gloria
8
more ...
less ...
Institution
All
Workshop on Nonlinearities, Business Cycles and Forecasting <2003, Madrid>
1
Published in...
All
International journal of forecasting
NBER working paper series
7,207
Working paper / National Bureau of Economic Research, Inc.
6,761
NBER Working Paper
6,560
Economics letters
5,669
European journal of operational research : EJOR
5,176
Discussion paper / Centre for Economic Policy Research
4,760
CESifo working papers
3,867
Working paper
3,213
Journal of economic theory
2,895
Discussion paper / Tinbergen Institute
2,631
Journal of economic dynamics & control
2,566
The American economic review
2,390
Computers & operations research : and their applications to problems of world concern ; an international journal
2,359
Discussion paper series / IZA
2,312
Journal of economic behavior & organization : JEBO
2,258
Europäische Hochschulschriften / 5
2,185
Journal of econometrics
2,174
Economic modelling
2,118
Applied economics
2,116
International journal of production research
2,046
CESifo Working Paper
1,985
European economic review : EER
1,978
Discussion paper
1,950
Games and economic behavior
1,867
The economic journal : the journal of the Royal Economic Society
1,832
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
SpringerLink / Bücher
1,789
Journal of public economics
1,748
Discussion paper / Center for Economic Research, Tilburg University
1,701
CESifo Working Paper Series
1,675
IMF working papers
1,644
Journal of banking & finance
1,612
Management science : journal of the Institute for Operations Research and the Management Sciences
1,603
IZA Discussion Paper
1,552
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
Energy economics
1,504
Journal of monetary economics
1,482
Applied economics letters
1,460
Discussion papers / CEPR
1,458
more ...
less ...
Source
All
ECONIS (ZBW)
1,830
Showing
1
-
10
of
1,830
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Saved in:
2
Bootstrap multi-step forecasts of non-Gaussian
VAR
models
Fresoli, Diego
;
Ruiz, Esther
;
Pascual, Lorenzo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
Saved in:
3
Forecasting with
VAR
models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pintér, Gábor
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1124-1143
Persistent link: https://www.econbiz.de/10011746951
Saved in:
4
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
5
Frontiers in
VaR
forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
6
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
7
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason
;
Forbes, Catherine Scipione
;
Martin, Gael M.
; …
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
Saved in:
8
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Saved in:
9
Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 799-814
Persistent link: https://www.econbiz.de/10011474574
Saved in:
10
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:
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...
//-->