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~subject:"Prognoseverfahren"
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Prognoseverfahren
Monte Carlo simulation
7,226
Monte-Carlo-Simulation
6,632
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5,877
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4,112
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4,046
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1,645
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1,075
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1,066
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1,062
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1,056
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1,056
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1,003
stochastic volatility
971
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863
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846
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717
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594
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560
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512
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506
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714
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Clark, Todd E.
30
Dijk, Herman K. van
28
Ravazzolo, Francesco
27
Casarin, Roberto
22
Grassi, Stefano
21
Koopman, Siem Jan
19
Mertens, Elmar
18
Marcellino, Massimiliano
16
Huber, Florian
14
McCracken, Michael W.
13
Dijk, Dick van
12
Shin, Minchul
12
Timmermann, Allan
12
Carriero, Andrea
11
Diebold, Francis X.
11
Koop, Gary
11
Zhang, Bo
11
Kunst, Robert M.
10
Chan, Joshua
9
Kapetanios, George
9
Price, Simon
9
Aastveit, Knut Are
8
Hoogerheide, Lennart
8
Nason, James Michael
8
Pesaran, M. Hashem
8
Pick, Andreas
8
Schorfheide, Frank
8
Clements, Michael P.
7
Cross, Jamie
7
Gerlach, Richard
7
Götz, Thomas B.
7
Hou, Chenghan
7
Poon, Aubrey
7
Bao Hoang Nguyen
6
Chen, Cathy W. S.
6
Mitchell, James
6
Ando, Tomohiro
5
Costantini, Mauro
5
Exterkate, Peter
5
Forbes, Catherine Scipione
5
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1
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1
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1
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1
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1
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International journal of forecasting
44
Discussion paper / Tinbergen Institute
29
Journal of forecasting
27
Journal of econometrics
19
CAMA working paper series
16
Journal of applied econometrics
14
Economic modelling
10
Quantitative finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Working paper
8
Discussion paper / Centre for Economic Policy Research
7
Federal Reserve Bank of Cleveland working paper series
7
Journal of risk and financial management : JRFM
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper / Norges Bank
7
Econometrics : open access journal
6
Working papers
6
Computational economics
5
ECB Working Paper
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Finance and economics discussion series
5
Finance research letters
5
IHS economics series : working paper
5
Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
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The econometrics journal
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Applied economics
4
CREATES research paper
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Department of Economics working paper
4
Econometric reviews
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Energy economics
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Reihe Ökonomie
4
Tinbergen Institute Discussion Paper
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CAMA Working Paper
3
Discussion paper
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Economics letters
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ECONIS (ZBW)
716
EconStor
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1
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
2
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
3
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
-
2020
Persistent link: https://www.econbiz.de/10012373015
Saved in:
4
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
5
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012316936
Saved in:
6
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2018
-
Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
Saved in:
7
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
8
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
Saved in:
9
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
10
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
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