//--> //--> //--> //-->
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
~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
Crashes and Collateralized Len...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Theorie
625,690
Theory
610,788
USA
42,505
United States
41,284
Schätzung
30,191
Estimation
29,422
Welt
26,750
World
26,099
Deutschland
23,785
Geldpolitik
23,412
Monetary policy
22,623
Germany
22,021
Kreditrisiko
20,423
Credit risk
20,259
Portfolio-Management
19,575
Portfolio selection
19,350
Risiko
18,085
Risk
17,880
Mathematische Optimierung
16,952
Mathematical programming
16,845
Prognoseverfahren
14,218
Wirtschaftswachstum
13,502
Economic growth
12,931
Spieltheorie
12,884
Zeitreihenanalyse
12,802
Time series analysis
12,412
Game theory
12,151
Experiment
11,383
Börsenkurs
11,304
Share price
11,098
Asymmetrische Information
11,084
Asymmetric information
10,780
Finanzmarkt
10,705
Wettbewerb
10,585
Financial market
10,492
Volatilität
10,395
EU-Staaten
10,390
Wohlfahrtsanalyse
10,223
Competition
10,215
more ...
less ...
Online availability
All
Free
5,089
Undetermined
3,303
Type of publication
All
Article
7,261
Book / Working Paper
6,671
Journal
11
Type of publication (narrower categories)
All
Article in journal
6,672
Aufsatz in Zeitschrift
6,672
Graue Literatur
2,820
Non-commercial literature
2,820
Arbeitspapier
2,608
Working Paper
2,608
Hochschulschrift
521
Aufsatz im Buch
482
Book section
482
Thesis
428
Collection of articles of several authors
171
Sammelwerk
171
Aufsatzsammlung
92
Bibliografie enthalten
85
Bibliography included
85
Collection of articles written by one author
81
Sammlung
81
Konferenzschrift
61
Lehrbuch
61
Textbook
54
Conference proceedings
42
Conference paper
41
Konferenzbeitrag
41
Systematic review
32
Übersichtsarbeit
32
Forschungsbericht
27
Handbook
18
Handbuch
18
Rezension
17
Amtsdruckschrift
16
Case study
16
Fallstudie
16
Government document
16
Reprint
10
Statistik
10
Glossar enthalten
9
Glossary included
9
Bibliografie
7
Amtliche Publikation
6
CD-ROM, DVD
6
more ...
less ...
Language
All
English
13,232
German
574
French
44
Polish
31
Italian
30
Spanish
19
Russian
14
Dutch
5
Portuguese
5
Czech
2
Danish
2
Finnish
1
Croatian
1
Lithuanian
1
Norwegian
1
Romanian
1
Ukrainian
1
more ...
less ...
Author
All
Diebold, Francis X.
130
Timmermann, Allan
97
Franses, Philip Hans
90
Clark, Todd E.
86
Marcellino, Massimiliano
80
Clements, Michael P.
77
Swanson, Norman R.
62
Hyndman, Rob J.
59
Ravazzolo, Francesco
57
Gupta, Rangan
56
Hendry, David F.
53
McCracken, Michael W.
53
Pesaran, M. Hashem
50
Koopman, Siem Jan
48
Koop, Gary
47
Giannone, Domenico
46
Schorfheide, Frank
45
Kilian, Lutz
44
Bollerslev, Tim
38
Dijk, Herman K. van
38
Granger, C. W. J.
37
Härdle, Wolfgang
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Pierdzioch, Christian
35
Rossi, Barbara
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Athanasopoulos, George
33
Lahiri, Kajal
32
Petropoulos, Fotios
32
Dijk, Dick van
30
Ghysels, Eric
30
Giacomini, Raffaella
30
Shin, Minchul
30
Watson, Mark W.
30
Carriero, Andrea
29
Stock, James H.
29
Wolfers, Justin
29
Zitzewitz, Eric
29
more ...
less ...
Institution
All
National Bureau of Economic Research
102
European University Institute / Department of Law
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
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
Gottfried Wilhelm Leibniz Universität Hannover
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
Federal Reserve Bank of St. Louis
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 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
Internationaler Währungsfonds / Research Department
2
more ...
less ...
Published in...
All
International journal of forecasting
714
Journal of forecasting
444
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Journal of econometrics
130
European journal of operational research : EJOR
126
Discussion paper / Tinbergen Institute
96
Computational economics
92
Finance research letters
92
NBER Working Paper
90
NBER working paper series
89
Discussion paper / Centre for Economic Policy Research
87
Working paper / National Bureau of Economic Research, Inc.
87
Economics letters
81
Economic modelling
80
Applied economics
78
Journal of banking & finance
76
Journal of empirical finance
76
Technological forecasting & social change : an international journal
75
Energy economics
74
Risks : open access journal
74
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Working paper
72
Management science : journal of the Institute for Operations Research and the Management Sciences
69
Applied economics letters
68
Journal of applied econometrics
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of production economics
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
CESifo working papers
53
Quantitative finance
53
The European journal of finance
53
Journal of economic dynamics & control
50
International review of financial analysis
49
Working paper series / European Central Bank
48
CREATES research paper
46
Finance and economics discussion series
46
Insurance / Mathematics & economics
46
SFB 649 discussion paper
46
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of international money and finance
44
more ...
less ...
Source
All
ECONIS (ZBW)
13,943
Showing
1
-
10
of
13,943
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
2
Essays on collateralized debt obligations and credit default swaps : dynamic correlation modeling, measuring systematic risk, and cross-sectional pricing of common risks
Löhr, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010189979
Saved in:
3
A Data Science Approach to Predict the Impact of Collateralization on Systemic Risk
O'Halloran, Sharyn
-
2017
full analysis as proprietary. We adapt a simulation technology combining advances in graph
theory
to randomly generate …
Persistent link: https://www.econbiz.de/10012941050
Saved in:
4
Market-based default rate forecasting
Sterling, Karen
;
Fridson, Martin
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 99-106
Persistent link: https://www.econbiz.de/10008652146
Saved in:
5
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
Saved in:
6
A note on the equilibrium effects of predictive credit-risk models
Spiegler, Ran
-
2023
Persistent link: https://www.econbiz.de/10014342243
Saved in:
7
Applying machine learning algorithms to predict default probability in the online credit market : evidence from China
Liu, Yi
;
Yang, Menglong
;
Wang, Yudong
;
Li, Yongshan
; …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349857
Saved in:
8
A note on the equilibrium effects of predictive credit-risk models
Spiegler, Ran
-
2022
Persistent link: https://www.econbiz.de/10014338858
Saved in:
9
Subsidized prediction markets for risk averse traders
Dimitrov, Stanko
;
Sami, Rahul
;
Epelman, Marina
- In:
Internet and network economics : 5th international …
,
(pp. 491-497)
.
2009
Persistent link: https://www.econbiz.de/10003928384
Saved in:
10
Prediction markets : an information aggregation perspective to the forecasting problem
Tziralis, Georgios
;
Tatsiopoulos, Ilias
- In:
World review of entrepreneurship, management and …
3
(
2007
)
3/4
,
pp. 251-259
Persistent link: https://www.econbiz.de/10003539134
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->