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~subject:"Prognoseverfahren"
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Prognoseverfahren
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Gupta, Rangan
181
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133
Marcellino, Massimiliano
116
Clark, Todd E.
109
Timmermann, Allan
103
Franses, Philip Hans
92
Ma, Feng
87
Pesaran, M. Hashem
82
Clements, Michael P.
81
Swanson, Norman R.
80
Pierdzioch, Christian
79
Koop, Gary
68
Giannone, Domenico
66
McAleer, Michael
66
McCracken, Michael W.
66
Ravazzolo, Francesco
66
Hyndman, Rob J.
62
Schorfheide, Frank
62
Kilian, Lutz
59
Carriero, Andrea
56
Koopman, Siem Jan
56
Bollerslev, Tim
55
Hendry, David F.
54
Korobilis, Dimitris
49
Wang, Yudong
48
Athanasopoulos, George
45
Zhang, Yaojie
45
Huber, Florian
44
Dijk, Dick van
42
Ghysels, Eric
41
Granger, C. W. J.
40
Lahiri, Kajal
40
Lux, Thomas
40
Medeiros, Marcelo C.
39
Patton, Andrew J.
39
Dijk, Herman K. van
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Härdle, Wolfgang
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McMillan, David G.
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Christoffersen, Peter F.
37
Kapetanios, George
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Zakład Teorii Prognoz <Krakau>
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Rutgers University / Department of Economics
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Springer Fachmedien Wiesbaden
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Foerder Institute for Economic Research <Tēl-Āvîv>
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2
INSEAD
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International journal of forecasting
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Journal of forecasting
520
Energy economics
181
Finance research letters
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Journal of econometrics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Applied economics
124
European journal of operational research : EJOR
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Computational economics
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Journal of empirical finance
101
NBER working paper series
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NBER Working Paper
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Journal of banking & finance
97
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95
Applied economics letters
91
International review of economics & finance : IREF
88
The North American journal of economics and finance : a journal of financial economics studies
87
Journal of applied econometrics
85
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Risks : open access journal
80
Technological forecasting & social change : an international journal
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Quantitative finance
69
The European journal of finance
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CESifo working papers
67
Working paper series / European Central Bank
67
ECB Working Paper
59
Journal of economic dynamics & control
59
CREATES research paper
57
Journal of international money and finance
56
International journal of production economics
55
Journal of risk and financial management : JRFM
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
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ECONIS (ZBW)
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EconStor
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OLC EcoSci
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RePEc
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USB Cologne (EcoSocSci)
4
ArchiDok
1
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1
Macroeconomic forecasting with large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
2
Large stochastic
volatility
in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
4
Bayesian inference for a periodic stochastic
volatility
model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
5
Large vector autoregressions with asymmetric priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2015
-
This draft: November 2015
algorithm is based on a simple triangularisation which allows to simulate the conditional mean coefficients of the
VAR
by …
Persistent link: https://www.econbiz.de/10011389735
Saved in:
6
Forecasting with
VAR
models : fat tails and stochastic
volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
7
Large vector autoregressions with stochastic
volatility
and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
8
Real-time density forecasts from Bayesian vector autoregressions with stochastic
volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
9
Real-time density forecasts from VARs with stochastic
volatility
Clark, Todd E.
-
2009
Persistent link: https://www.econbiz.de/10003844506
Saved in:
10
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
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