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:"Prognoseverfahren"
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 Out-of-Sample Importanc...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Forecasting model
51
Theorie
49
Theory
49
Time series analysis
32
Zeitreihenanalyse
32
Volatility
28
Volatilität
28
Multivariate Verteilung
17
Multivariate distribution
17
Capital income
16
Hedge fund
16
Hedgefonds
16
Kapitaleinkommen
16
Estimation
14
Schätzung
14
Correlation
13
Forecasting
12
Portfolio selection
12
Portfolio-Management
12
USA
12
United States
12
Korrelation
11
ARCH model
10
ARCH-Modell
10
Financial market
10
Finanzmarkt
10
Statistical distribution
9
Statistische Verteilung
9
Estimation theory
8
Risikomaß
8
Risk measure
8
Schätztheorie
8
Welt
8
World
8
Analysis of variance
7
Börsenkurs
7
Share price
7
Varianzanalyse
7
CAPM
6
more ...
less ...
Online availability
All
Free
24
Undetermined
16
Type of publication
All
Book / Working Paper
27
Article
24
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
51
Author
All
Patton, Andrew J.
51
Bollerslev, Tim
10
Timmermann, Allan
10
Oh, Dong Hwan
6
Quaedvlieg, Rogier
6
Sheppard, Kevin
5
Ramadorai, Tarun
4
Li, Jia
3
Wang, Wenjing
3
Barendse, Sander
2
Chen, Rui
2
Dimitriadis, Timo
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Medeiros, Marcelo C.
2
Schmidt, Patrick W.
2
Ziegel, Johanna F.
2
De Lira Salvatierra, Irving Arturo
1
Liu, Lily Y.
1
Wenjing, Wang
1
Zhang, Haozhe
1
more ...
less ...
Institution
All
London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Published in...
All
Journal of econometrics
10
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Centre for Economic Policy Research
3
CREATES research paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Handbook of financial time series
2
CREATES Research Paper
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics papers
1
FEDS Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
Hohenheim discussion papers in business, economics and social sciences
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of monetary economics
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of asset pricing studies
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
2
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:
3
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
4
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
5
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
6
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
7
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
8
Why do forecasters disagree? : lessons from the term structure of cross-sectional dispersion
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of monetary economics
57
(
2010
)
7
,
pp. 803-820
Persistent link: https://www.econbiz.de/10008905035
Saved in:
9
Testing forecast otimality under unknown loss
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1172-1184
Persistent link: https://www.econbiz.de/10003625329
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
