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Forecasting model
Theorie
629,203
Theory
614,300
USA
41,355
United States
40,103
Schätzung
29,906
Estimation
29,155
Welt
25,231
World
24,610
Deutschland
22,678
Geldpolitik
22,506
Monetary policy
21,773
Germany
21,266
Portfolio-Management
19,065
Portfolio selection
18,863
Risiko
17,830
Risk
17,631
Mathematische Optimierung
17,095
Mathematical programming
16,988
Prognoseverfahren
14,386
Wirtschaftswachstum
13,347
Zeitreihenanalyse
13,036
Spieltheorie
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Economic growth
12,739
Time series analysis
12,658
Game theory
12,023
Experiment
11,658
Börsenkurs
11,291
Share price
11,089
Schätztheorie
10,866
Asymmetrische Information
10,626
Volatilität
10,604
Estimation theory
10,471
Volatility
10,350
Asymmetric information
10,342
Wettbewerb
10,334
Wohlfahrtsanalyse
10,194
Welfare analysis
10,022
Competition
9,987
Stochastischer Prozess
9,896
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Diebold, Francis X.
138
Timmermann, Allan
98
Clark, Todd E.
90
Franses, Philip Hans
90
Marcellino, Massimiliano
83
Clements, Michael P.
78
Ravazzolo, Francesco
74
Gupta, Rangan
62
Swanson, Norman R.
62
Hyndman, Rob J.
60
Hendry, David F.
53
McCracken, Michael W.
53
Pesaran, M. Hashem
50
Dijk, Herman K. van
48
Giannone, Domenico
47
Koop, Gary
47
Schorfheide, Frank
45
Kilian, Lutz
44
Mitchell, James
44
Pierdzioch, Christian
44
Koopman, Siem Jan
43
Rossi, Barbara
40
Bollerslev, Tim
38
Granger, C. W. J.
38
Dijk, Dick van
36
Korobilis, Dimitris
36
Lahiri, Kajal
36
Shin, Minchul
36
Armstrong, J. Scott
35
Härdle, Wolfgang
35
Athanasopoulos, George
34
Casarin, Roberto
34
Fildes, Robert
34
Makridakis, Spyros G.
34
Patton, Andrew J.
34
Petropoulos, Fotios
32
Giacomini, Raffaella
31
Carriero, Andrea
30
Christoffersen, Peter F.
30
Ghysels, Eric
30
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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 Cambridge / Department of Applied Economics
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
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
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 / Faculty of 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 Bank of New York
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
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International journal of forecasting
734
Journal of forecasting
452
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Journal of econometrics
144
European journal of operational research : EJOR
119
Discussion paper / Tinbergen Institute
103
Computational economics
94
NBER Working Paper
91
Finance research letters
90
NBER working paper series
90
Discussion paper / Centre for Economic Policy Research
87
Economics letters
86
Working paper / National Bureau of Economic Research, Inc.
86
Energy economics
85
Economic modelling
84
Applied economics
77
Journal of empirical finance
76
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Technological forecasting & social change : an international journal
74
Working paper
74
Risks : open access journal
73
Applied economics letters
70
Journal of applied econometrics
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of banking & finance
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
CESifo working papers
57
Quantitative finance
56
International journal of production economics
55
Journal of economic dynamics & control
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
The European journal of finance
53
Working paper series / European Central Bank
51
Insurance / Mathematics & economics
49
CREATES research paper
48
The North American journal of economics and finance : a journal of financial economics studies
48
International review of financial analysis
47
SFB 649 discussion paper
45
International journal of production research
44
Journal of international money and finance
44
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ECONIS (ZBW)
14,121
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1
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
2
A comparison of market risk measures from a twofold perspective : accurate and loss function
Muela, Sonia Benito
;
López-Martin, Carmen
; …
- In:
ACRN journal of finance and risk perspectives
11
(
2022
),
pp. 79-104
risk measure and loss functions. The results indicate that the method based on the conditional Extreme Value
Theory
(EVT …
Persistent link: https://www.econbiz.de/10014235034
Saved in:
3
On some probability techniques of forecasting the distribution of trade : (applied to the intra-CMEA trade pattern)
Kotyński, Juliusz
-
1989
Persistent link: https://www.econbiz.de/10000133751
Saved in:
4
Combining multivariate density forecasts using predictive criteria
Gerard, Hugo
;
Nimark, Kristoffer P.
-
2008
Persistent link: https://www.econbiz.de/10003718548
Saved in:
5
Accurate risk and density prediction of asset prices
Steude, Sven Christian
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003640144
Saved in:
6
Improving density forecast by modeling asymmetric features : an application to S&P500 returns
Hua, Zhongsheng
;
Zhang, Bin
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 716-725
Persistent link: https://www.econbiz.de/10003769231
Saved in:
7
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774522
Saved in:
8
Density forecast evaluation :
theory
and applications
Tay, Anthony S. A.
-
1997
Persistent link: https://www.econbiz.de/10003327945
Saved in:
9
Modeling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003351512
Saved in:
10
Evaluating density forecasts via the copula approach
Chen, Xiaohong
;
Fan, Yanqin
- In:
Finance research letters
1
(
2004
)
1
,
pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
Saved in:
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