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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
131
Theory
131
Time series analysis
80
Zeitreihenanalyse
80
Volatility
78
Volatilität
78
USA
68
United States
68
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66
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60
ARCH-Modell
60
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59
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59
Capital income
47
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47
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47
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47
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39
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39
Portfolio selection
37
Portfolio-Management
37
Correlation
33
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33
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24
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24
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24
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20
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20
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20
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20
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20
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19
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19
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19
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18
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35
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31
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30
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30
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21
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21
Graue Literatur
19
Non-commercial literature
19
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4
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4
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2
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2
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1
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English
66
Author
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Patton, Andrew J.
41
Engle, Robert F.
25
Bollerslev, Tim
10
Timmermann, Allan
8
Quaedvlieg, Rogier
6
Kane, Alex
5
Noh, Jaesun
4
Oh, Dong Hwan
4
Gallo, Giampiero M.
3
Ramadorai, Tarun
3
Sheppard, Kevin
3
Wang, Wenjing
3
Barendse, Sander
2
Chen, Rui
2
Dimitriadis, Timo
2
Kruttli, Mathias
2
Li, Jia
2
Medeiros, Marcelo C.
2
Russell, Jeffrey R.
2
Schmidt, Patrick W.
2
Ziegel, Johanna F.
2
Bewley, Ronald A.
1
Brownlees, Christian
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Conrad, Christian
1
De Lira Salvatierra, Irving Arturo
1
Granger, C. W. J.
1
Hong, Che-hsiung T.
1
Kelly, Bryan T.
1
Kruttli, Mathias S.
1
Lee, Gary G. J.
1
Mustafa, Chowdhury B.
1
Rangel, Jose Gonzalo
1
Rice, John F.
1
Roussellet, Guillaume
1
Siriwardane, Emil N.
1
Sokalska, Magdalena E.
1
Watson, Mark W.
1
White, Halbert
1
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London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Journal of econometrics
11
Discussion paper / Department of Economics, University of California San Diego
6
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
Working paper / National Bureau of Economic Research, Inc.
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
Working papers
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics : open access journal
1
Econometrics papers
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 economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk
1
Journal of the American Statistical Association : JASA
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of asset pricing studies
1
Review of derivatives research
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of portfolio management : a publication of Institutional Investor
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The review of economics and statistics
1
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ECONIS (ZBW)
66
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
3
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:
4
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:
5
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:
6
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
7
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:
8
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:
9
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:
10
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
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