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Forecasting model
Theorie
627,787
Theory
612,885
Australien
51,385
Australia
44,082
USA
42,981
United States
41,674
Schätzung
31,188
Estimation
30,396
Welt
25,670
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23,334
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Portfolio-Management
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Portfolio selection
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18,039
Mathematische Optimierung
17,168
Mathematical programming
17,062
Optionspreistheorie
14,840
Prognoseverfahren
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Option pricing theory
14,379
Wirtschaftswachstum
13,976
Volatilität
13,793
Volatility
13,515
Economic growth
13,295
Zeitreihenanalyse
13,146
Time series analysis
12,765
Spieltheorie
12,733
Stochastischer Prozess
12,358
Stochastic process
12,078
Game theory
12,005
Börsenkurs
11,979
Share price
11,767
Experiment
11,680
Asymmetrische Information
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CAPM
10,477
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Diebold, Francis X.
131
Timmermann, Allan
97
Franses, Philip Hans
90
Clark, Todd E.
89
Marcellino, Massimiliano
82
Clements, Michael P.
77
Hyndman, Rob J.
69
Swanson, Norman R.
62
Ravazzolo, Francesco
57
Gupta, Rangan
56
Hendry, David F.
53
McCracken, Michael W.
53
Pesaran, M. Hashem
50
Giannone, Domenico
46
Koop, Gary
46
Schorfheide, Frank
45
Kilian, Lutz
44
Athanasopoulos, George
41
Koopman, Siem Jan
40
Bollerslev, Tim
38
Dijk, Herman K. van
38
Granger, C. W. J.
38
Härdle, Wolfgang
37
Pierdzioch, Christian
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Rossi, Barbara
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Wolfers, Justin
33
Lahiri, Kajal
32
Petropoulos, Fotios
32
Carriero, Andrea
30
Dijk, Dick van
30
Ghysels, Eric
30
Giacomini, Raffaella
30
Guidolin, Massimo
30
Shin, Minchul
30
Watson, Mark W.
30
Christoffersen, Peter F.
29
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National Bureau of Economic Research
104
European University Institute / Department of Law
7
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
Federal Reserve Bank of St. Louis
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
IGI Global
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
International Monetary Fund
2
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International journal of forecasting
724
Journal of forecasting
444
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Journal of econometrics
135
European journal of operational research : EJOR
117
Computational economics
94
Discussion paper / Tinbergen Institute
93
NBER Working Paper
92
NBER working paper series
91
Finance research letters
89
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
88
Economic modelling
85
Energy economics
85
Economics letters
84
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Journal of empirical finance
80
Applied economics
78
Technological forecasting & social change : an international journal
76
Working paper
76
Risks : open access journal
73
Journal of banking & finance
72
Applied economics letters
67
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of applied econometrics
66
Quantitative finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
CESifo working papers
55
International journal of production economics
54
The European journal of finance
54
Journal of economic dynamics & control
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
International review of financial analysis
48
The North American journal of economics and finance : a journal of financial economics studies
48
Working paper series / European Central Bank
48
CREATES research paper
47
Insurance / Mathematics & economics
47
SFB 649 discussion paper
45
International journal of production research
43
Journal of international money and finance
43
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ECONIS (ZBW)
14,153
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1
Evaluation of volatility forecasts in an economic value framework
Elder, Adam
;
Gannon, Gerard
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
Saved in:
2
The evolving dynamics of the Australian SPI 200 implied volatility surface
Tanha, Hassan
;
Dempsey, Michael
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 44-57
Persistent link: https://www.econbiz.de/10011673487
Saved in:
3
Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng
-
1987
Persistent link: https://www.econbiz.de/10000167721
Saved in:
4
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
5
Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John
(
ed.
);
Gilli, Manfred
(
honouree
)
-
2008
Persistent link: https://www.econbiz.de/10003635732
Saved in:
6
Inferring changing macroeconomic expectations from current financial indicators
Ratcliff, Ryan David
-
2005
Persistent link: https://www.econbiz.de/10003909239
Saved in:
7
Meteorological forecasts and the pricing of weather derivatives
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
-
2010
forecasts is not considered. Thus, important knowledge used by market participants is ignored in
theory
. By extending a standard …
Persistent link: https://www.econbiz.de/10008663382
Saved in:
8
Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S.
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003593891
Saved in:
9
Essays in financial economics
Lu, Yinqiu
-
2005
Persistent link: https://www.econbiz.de/10003553447
Saved in:
10
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
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