//--> //--> //-->
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:"Patton, Andrew J."
~person:"Pierdzioch, Christian"
~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
7
Theory
7
Prognoseverfahren
6
Analysis of variance
2
Forecast
2
Forecasting
2
Prognose
2
Risikomanagement
2
Risk management
2
Time series analysis
2
Varianzanalyse
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Asset allocation
1
Asymmetric information
1
Asymmetrische Information
1
Börsenkurs
1
Common risks
1
Consumption
1
Correlation
1
Crashes
1
Einkommen
1
Financial services
1
Finanzdienstleistung
1
Forecast evaluation
1
Generalized autoregressive score
1
High-dimensional models
1
Income
1
Jumps
1
Konsum
1
Korrelation
1
Martingal
1
Martingale
1
Multivariate Verteilung
1
Multivariate density forecasting
1
Multivariate distribution
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Patton, Andrew J.
Pierdzioch, Christian
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
Carriero, Andrea
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
Applied economics letters
4
ERID working paper
4
Discussion paper / Centre for Economic Policy Research
3
Finance research letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CREATES research paper
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finmap working paper
2
International journal of forecasting
2
International review of financial analysis
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Bundesbank Series 1 Discussion Paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Deutsche Bundesbank
1
Econometrics papers
1
Economic modelling
1
Economic systems
1
Economics letters
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FEDS Working Paper
1
Finance and economics discussion series
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Japan and the world economy : international journal of theory and policy
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of behavioral and experimental economics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society
1
Kiel working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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...
//-->