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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
64
Theory
63
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
53
Brazil
44
Volatility
40
Volatilität
40
Börsenkurs
37
Share price
37
Brasilien
36
Estimation theory
33
Schätztheorie
33
Estimation
31
Schätzung
31
Neural networks
25
Neuronale Netze
24
USA
22
United States
21
Nichtlineare Regression
20
Nonlinear regression
20
Regression analysis
18
Regressionsanalyse
18
ARCH model
16
ARCH-Modell
16
Autocorrelation
16
Autokorrelation
16
LASSO
16
Modellierung
16
Scientific modelling
16
Cointegration
13
Kointegration
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Yield curve
11
forecasting
11
Aktienindex
10
Stochastic process
10
Stochastischer Prozess
10
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Free
25
Undetermined
14
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Article
27
Book / Working Paper
26
Type of publication (narrower categories)
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Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Aufsatz im Buch
3
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3
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Language
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English
53
Author
All
Medeiros, Marcelo C.
47
McAleer, Michael
9
Fernandes, Marcelo
7
Hillebrand, Eric
5
Mendes, Eduardo F.
5
Asai, Manabu
4
Vasconcelos, Gabriel F. R.
4
Vieira, Fausto
4
Audrino, Francesco
3
Chague, Fernando
3
Garcia, Márcio Gomes Pinto
3
Veiga, Alvaro
3
Zilberman, Eduardo
3
Bollerslev, Tim
2
Callot, Laurent
2
Kock, Anders B.
2
Lee, Tae-hwy
2
Masini, Ricardo P.
2
Montes Schütte, Erik Christian
2
Patton, Andrew J.
2
Pedreira, Carlos E.
2
Quaedvlieg, Rogier
2
Santos, Francisco
2
Soussi, Tobias Skipper
2
Souza, Leonardo Rocha
2
Street, Alexandre
2
Valladão, Davi
2
Vasconcelos, Gabriel
2
Alves, Rafael P.
1
Asai, Manuabu
1
Brito, Diego S. de
1
Callot, Laurent A. F.
1
Freitas, Eduardo H. de
1
Johnson, James A.
1
Kock, Anders Bredahl
1
Paye, Bradley S.
1
Pires, Henrique
1
Ribeiro, Ruy M.
1
Scharth, Marcel
1
Soares, Lacir J.
1
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Institution
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
University of Canterbury / Dept. of Economics and Finance
1
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
13
International journal of forecasting
4
Working paper
4
Econometric Institute research papers
3
Essays in nonlinear time series econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of economic surveys
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
CEA_372Bayes working paper series
1
CREATES research paper
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric reviews
1
Econometrics with Machine Learning
1
Economics letters
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Revista Brasileira de Finanças : RBFin
1
The European journal of finance
1
Working papers / Department of Economics, University of São Paulo (FEA-USP)
1
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ECONIS (ZBW)
53
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1
Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Scharth, Marcel
- In:
Journal of banking & finance
40
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
Saved in:
2
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
3
Modeling and forecasting short-term electricity load : a comparison of methods with an application to Brazilian data
Soares, Lacir J.
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 630-644
Persistent link: https://www.econbiz.de/10003808337
Saved in:
4
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
5
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
6
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
7
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
8
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
10
Forecasting realized volatility models : the benefits of bagging and nonlinear specifications
Hillebrand, Eric
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003520949
Saved in:
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