//--> //--> //-->
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:"Journal of econometrics"
~person:"Carriero, Andrea"
~person:"Patton, Andrew J."
~subject:"Forecasting model"
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 the management of populatio...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Theorie
10
Theory
10
Prognoseverfahren
8
Forecasting
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Analysis of variance
2
Bayes-Statistik
2
Bayesian inference
2
Forecast
2
Prognose
2
Risikomanagement
2
Risk management
2
VAR model
2
VAR-Modell
2
Varianzanalyse
2
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Agency theory
1
Asset allocation
1
Asymmetric information
1
Asymmetrische Information
1
Bayesian VARs
1
Börsenkurs
1
Common risks
1
Consumption
1
Correlation
1
Crashes
1
Einkommen
1
Erwartungsbildung
1
Expectation formation
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Financial services
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Carriero, Andrea
Patton, Andrew J.
Swanson, Norman R.
7
Timmermann, Allan
6
Diebold, Francis X.
5
Schorfheide, Frank
5
Dijk, Herman K. van
4
Elliott, Graham
4
Koop, Gary
4
Pettenuzzo, Davide
4
Corradi, Valentina
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hallin, Marc
3
Hong, Yongmiao
3
Korobilis, Dimitris
3
Linton, Oliver
3
West, Kenneth D.
3
Xiu, Dacheng
3
Zhang, Xinyu
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Clark, Todd E.
2
Fan, Jianqing
2
Geweke, John
2
Gonzalo, Jesús
2
Granger, C. W. J.
2
Hoogerheide, Lennart
2
Inoue, Atsushi
2
Jin, Xin
2
Koo, Bonsoo
2
Liao, Yuan
2
Maheu, John M.
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Ng, Serena
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Rossi, Barbara
2
more ...
less ...
Published in...
All
Journal of econometrics
Federal Reserve Bank of Cleveland working paper series
8
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / CEPR
4
ERID working paper
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working paper
4
FRB of Cleveland Working Paper
3
CREATES research paper
2
Discussion paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
International journal of forecasting
2
Department of Economics discussion paper series / University of Oxford
1
EUI working paper
1
Econometrics papers
1
FEDS Working Paper
1
Finance and economics discussion series
1
International economic review
1
Journal of banking & finance
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
Review of asset pricing studies
1
Temi di discussione / Banca d'Italia
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Saved in:
2
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
3
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
4
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
5
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
6
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
7
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->