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Theorie
Forecasting
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forecasting
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Marcellino, Massimiliano
19
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17
Pierdzioch, Christian
14
Ravazzolo, Francesco
14
Carriero, Andrea
13
Koopman, Siem Jan
13
Kourentzes, Nikolaos
11
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10
Hyndman, Rob J.
10
Moosa, Imad A.
9
Babai, M. Zied
8
Koop, Gary
8
Korobilis, Dimitris
8
Medeiros, Marcelo C.
8
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7
Claveria, Oscar
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Ruelke, Jan-Christoph
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7
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6
Guérin, Pierre
6
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6
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6
Panagiotelis, Anastasios
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Pettenuzzo, Davide
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Pick, Andreas
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Rossi, Barbara
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Stadtmann, Georg
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Swanson, Norman R.
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Torra, Salvador
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Xu, Xiaojie
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Boot, Tom
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5
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5
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5
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International journal of forecasting
60
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33
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21
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17
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11
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9
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7
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
6
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6
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6
International review of financial analysis
6
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6
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ECONIS (ZBW)
985
EconStor
57
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1
Skewness term structure tests
Lin, Yuehao
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502924
Saved in:
2
Lasso-type and heuristic strategies in model selection and
forecasting
Savin, Ivan
;
Winker, Peter
-
2012
Several approaches for subset recovery and improved
forecasting
accuracy have been proposed and studied. One way is to …
Persistent link: https://www.econbiz.de/10010291802
Saved in:
3
The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei
;
Kunst, Robert M.
-
2001
in
forecasting
from using bivariate models remained small otherwise. …
Persistent link: https://www.econbiz.de/10010292735
Saved in:
4
Forecasting
euro exchange rates: How much does model averaging help?
Crespo Cuaresma, Jesus
-
2007
. While the
forecasting
error of the combined forecast tends to be systematically smaller than that of the individual model …
Persistent link: https://www.econbiz.de/10010293409
Saved in:
5
Modelling and
forecasting
oil prices: The role of asymmetric cycles
Crespo Cuaresma, Jesus
;
Jumah, Adusei
;
Karbuz, Sohbet
-
2007
We propose a new time series model aimed at
forecasting
crude oil prices. The proposed specification is an unobserved …
Persistent link: https://www.econbiz.de/10010293428
Saved in:
6
The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility
forecasting
Lux, Thomas
-
2003
forecasting
financial volatility. We use the auto-covariances of log increments of the multi-fractal process in order to estimate … ?scaling? approach. Our empirical estimates are used in out-of-sample
forecasting
of volatility for a number of important …
Persistent link: https://www.econbiz.de/10010295056
Saved in:
7
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear
forecasting
of volatility
Lux, Thomas
-
2004
Bayesian
forecasting
of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of … leads to gains in
forecasting
accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295106
Saved in:
8
The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear
forecasting
of volatility
Lux, Thomas
-
2006
forecasting
of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of volatility … leads to gains in
forecasting
accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295151
Saved in:
9
Dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
-
2005
macroeconomic policy analysis and
forecasting
. By means of an empirical application we demonstrate that these models turn out to be …
Persistent link: https://www.econbiz.de/10010295783
Saved in:
10
Forecasting
with panel data
Baltagi, Badi H.
-
2006
This paper gives a brief survey of
forecasting
with panel data. Starting with a simple error component regression and …
Persistent link: https://www.econbiz.de/10010295814
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