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~isPartOf:"International journal of production research"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Prognoseverfahren
Stochastic process
Zeitreihenanalyse
705
Time series analysis
704
Theorie
396
Theory
396
Estimation theory
330
Schätztheorie
330
Forecasting model
127
Estimation
125
Schätzung
124
Volatility
106
Volatilität
106
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Stochastischer Prozess
82
Neural networks
77
Neuronale Netze
77
Statistical test
65
Statistischer Test
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Regression analysis
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Regressionsanalyse
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Cointegration
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Risikomaß
57
Risk measure
57
Kointegration
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VAR model
55
VAR-Modell
55
ARCH model
52
ARCH-Modell
52
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
Capital income
47
Kapitaleinkommen
47
Statistical distribution
47
Statistische Verteilung
47
Börsenkurs
43
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201
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Todorov, Viktor
6
Koop, Gary
5
Patton, Andrew J.
5
Phillips, Peter C. B.
5
Swanson, Norman R.
5
Dijk, Herman K. van
4
Francq, Christian
4
Kim, Donggyu
4
Li, Jia
4
Linton, Oliver
4
Marcellino, Massimiliano
4
Tauchen, George Eugene
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Chan, Joshua
3
Fan, Jianqing
3
Hallin, Marc
3
Horváth, Lajos
3
Kapetanios, George
3
Koopman, Siem Jan
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Petropoulos, Fotios
3
Pick, Andreas
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Zhang, Xinyu
3
Bai, Jushan
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Blasques, Francisco
2
Bollerslev, Tim
2
Brintrup, Alexandra
2
Carriero, Andrea
2
Casarin, Roberto
2
Chen, Rui
2
Demetrescu, Matei
2
Gonzalo, Jesús
2
Hong, Yongmiao
2
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International journal of production research
Journal of econometrics
International journal of forecasting
512
Journal of forecasting
287
Discussion paper / Tinbergen Institute
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Energy economics
95
Working paper / Department of Econometrics and Business Statistics, Monash University
94
European journal of operational research : EJOR
93
Computational economics
86
Economic modelling
82
Working paper
70
Applied economics
68
Journal of risk and financial management : JRFM
64
Economics letters
59
Risks : open access journal
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Econometric reviews
52
Quantitative finance
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Journal of empirical finance
50
Finance research letters
49
Applied economics letters
48
SFB 649 discussion paper
46
The North American journal of economics and finance : a journal of financial economics studies
44
International Journal of Energy Economics and Policy : IJEEP
42
Journal of banking & finance
41
Econometric Institute research papers
40
CREATES research paper
39
Insurance / Mathematics & economics
39
International journal of production economics
39
International review of financial analysis
39
Working papers
39
CESifo working papers
37
Journal of applied econometrics
35
Technological forecasting & social change : an international journal
35
Journal of financial econometrics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Working paper series / European Central Bank
34
Research paper series / Swiss Finance Institute
33
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ECONIS (ZBW)
201
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1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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2
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
4
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
Incorporating risk measures in closed-loop supply chain network design
Soleiman, Hamed
;
Seyyed-Esfahani, Mirmehdi
;
Kannan, Govindan
- In:
International journal of production research
52
(
2014
)
6
,
pp. 1843-1867
Persistent link: https://www.econbiz.de/10010257281
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7
A neural feature extraction model for classification of firms and prediction of outsourcing success : advantage of using relational sources of information for new suppliers
Medhi, Pankaj Kumar
;
Mondal, Sandeep
- In:
International journal of production research
54
(
2016
)
19/20
,
pp. 6071-6081
Persistent link: https://www.econbiz.de/10011543743
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8
A two-stage procedure for forecasting freight inspections at border inspections posts using SOMs and support vector regression
Ruiz-Aguilar, Juan Jesus
;
Turias, I. J.
;
Jiménez-Come, …
- In:
International journal of production research
53
(
2015
)
7
,
pp. 2119-2130
Persistent link: https://www.econbiz.de/10010514665
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9
A neural network-based methodology of quantifying the association between the design variables and the users' performances
Wong, Tse Chiu
;
Chan, H. S.
- In:
International journal of production research
53
(
2015
)
13
,
pp. 4050-4067
Persistent link: https://www.econbiz.de/10011302845
Saved in:
10
Using artificial neural networks to predict container flows between the major ports of Asia
Tsai, Feng-Ming
;
Huang, Linda J. W.
- In:
International journal of production research
55
(
2017
)
17/18
,
pp. 5001-5010
Persistent link: https://www.econbiz.de/10011723863
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