//--> //--> //--> //-->
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 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
Modeling and performance of bo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
43
Markov-Kette
43
Forecasting model
29
Prognoseverfahren
29
Theorie
21
Theory
21
Time series analysis
15
Zeitreihenanalyse
15
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Bayes-Statistik
8
Bayesian inference
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Estimation
6
Estimation theory
6
Modellierung
6
Schätztheorie
6
Schätzung
6
Scientific modelling
6
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Autocorrelation
4
Autokorrelation
4
Business cycle turning point
4
Economic indicator
4
Inflation
4
Konjunktureller Wendepunkt
4
Markov chain Monte Carlo
4
Wirtschaftsindikator
4
Risikomaß
3
Risk measure
3
State space model
3
Statistical distribution
3
Statistische Verteilung
3
USA
3
more ...
less ...
Online availability
All
Undetermined
15
Free
3
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
So, Mike Ka-pui
4
Chen, Cathy W. S.
3
Kolkiewicz, Adam W.
2
Lin, Edward M. H.
2
Madsen, Henrik
2
Men, Zhongxian
2
Wirjanto, Tony S.
2
Asai, Manabu
1
Banachewicz, Konrad
1
Bandholz, Harm
1
Begnum, Kyrre
1
Berge, Travis J.
1
Berninger, Christoph
1
Billio, Monica
1
Bunn, Derek W.
1
Chen, Dipeng
1
Cubadda, Gianluca
1
Ferrara, Laurent
1
Franses, Philip Hans
1
Funke, Michael
1
Gefang, Deborah
1
Gerlach, Richard
1
Gharavian, Davood
1
Gordon, Stephen F.
1
Grégoir, Stéphane
1
Guo, Min
1
Guégan, Dominique
1
Hall, Stephen G.
1
Hammer, Hugo Lewi
1
Hecq, Alain W. J.
1
Hruschka, Harald
1
Huang, Tara F. J.
1
Jacobson, Tor
1
Jahromi, Khatereh Ghasvarian
1
Jiang, Yue
1
Kanas, Angelos
1
Kapoor, Gaurav
1
Karathanasopoulos, Andreas
1
Karlsson, Sune
1
Kaufmann, Sylvia
1
more ...
less ...
Published in...
All
Journal of forecasting
European journal of operational research : EJOR
216
Insurance / Mathematics & economics
145
Journal of econometrics
116
Operations research letters
87
Economic modelling
81
Discussion paper / Tinbergen Institute
78
Mathematics of operations research
78
Mathematical methods of operations research
75
International journal of production research
72
Journal of economic dynamics & control
71
Economics letters
70
International journal of theoretical and applied finance
69
Operations research
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Risks : open access journal
63
Working paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Energy economics
55
Applied economics
53
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
47
Journal of economic theory
47
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Discussion paper / Centre for Economic Policy Research
41
International journal of forecasting
41
Quantitative finance
40
Applied economics letters
39
Working paper / National Bureau of Economic Research, Inc.
39
Finance research letters
38
Dynamic games and applications : DGA
36
Finance and stochastics
34
Journal of empirical finance
34
Macroeconomic dynamics
34
International review of financial analysis
33
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Journal of banking & finance
31
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
2
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
3
Evaluating volatility dynamics and the forecasting ability of Markov switching models
Parikakis, George S.
;
Merika, Anna
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 736-744
Persistent link: https://www.econbiz.de/10003918209
Saved in:
4
A monetary real-time conditional forecast of euro area inflation
Kaufmann, Sylvia
;
Kugler, Peter
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 388-405
Persistent link: https://www.econbiz.de/10003989766
Saved in:
5
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre
;
Madsen, Henrik
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
Saved in:
6
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
7
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
Saved in:
8
A method of retail mortgage stress testing : based on time-frame and magnitude analysis
Liu, Chang
;
Nassar, Raja
;
Guo, Min
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 261-274
Persistent link: https://www.econbiz.de/10011305205
Saved in:
9
Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
Saved in:
10
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->