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~subject:"Zeitreihenanalyse"
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Forecasting Volatility with Co...
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Zeitreihenanalyse
Theorie
88
Prognoseverfahren
82
Theory
82
Forecasting model
75
Time series analysis
70
Volatilität
58
Volatility
57
USA
43
United States
35
Schätzung
31
Business cycle
28
Estimation
28
Konjunktur
24
Nichtlineare Regression
24
Nonlinear regression
24
Bayes-Statistik
23
Bayesian analysis
23
Schätztheorie
23
Bayesian inference
21
Estimation theory
21
Kapitaleinkommen
21
Statistische Verteilung
21
Börsenkurs
20
Markov-Kette
20
Strukturbruch
20
Capital income
19
Markov chain
19
Statistical distribution
19
Structural break
18
ARCH-Modell
17
Portfolio-Management
17
Wirtschaftsindikator
17
ARCH model
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Portfolio selection
16
Economic indicator
15
Share price
15
Economic growth
13
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Free
47
Undetermined
2
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Book / Working Paper
54
Article
22
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Working Paper
47
Arbeitspapier
41
Graue Literatur
36
Non-commercial literature
36
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatzsammlung
1
Collection of articles of several authors
1
Lehrbuch
1
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English
76
Author
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Dijk, Dick van
71
Franses, Philip Hans
18
Teräsvirta, Timo
11
Paap, Richard
10
Panchenko, Valentyn
8
Lucas, André
7
Pooter, Michiel de
7
Diks, Cees G. H.
6
Martens, Martin
6
Medeiros, Marcelo C.
6
Sensier, Marianne
5
van Dijk, Dick
5
Hafner, Christian M.
4
Munandar, Haris
4
Ravazzolo, Francesco
4
Groenen, Patrick J. F.
3
Heij, Christiaan
3
Opschoor, Anne
3
Strikholm, Birgit
3
Çakmaklı, Cem
3
Diks, Cees
2
Giordani, Paolo
2
Hauwe, Sjoerd van den
2
Kohn, Robert
2
Kole, Erik
2
Milas, Costas
2
Novales, Alfonso
2
Os, Bram van
2
Osborn, Denise R.
2
Rothman, Philip
2
Bannouh, Karim
1
Barra, Istvan
1
Barra, István
1
Basturk, Nalan
1
Clements, Michael P.
1
Mills, Terence C.
1
Opschoor, Daan
1
Siliverstovs, Boriss
1
Smith, Jeremy
1
Sokolinskiy, Oleg
1
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Econometrisch Instituut <Rotterdam>
5
Centre for Growth and Business Cycle Research <Manchester>
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
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Discussion paper / Tinbergen Institute
19
Econometric Institute research papers
10
International journal of forecasting
6
Tinbergen Institute Discussion Paper
4
Discussion paper series
3
Journal of econometrics
3
SSE EFI working paper series in economics and finance
3
Contributions to economic analysis
2
Discussion paper / School of Economics, The University of New South Wales
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied financial economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric reviews
1
Economics, statistics and mathematical economics
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of development economics
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
SSE/EFI Working Paper Series in Economics and Finance
1
Texto para discussão
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of economics and statistics
1
Working paper / Norges Bank
1
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ECONIS (ZBW)
70
EconStor
6
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1
Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10009720755
Saved in:
2
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
Saved in:
3
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
4
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
5
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
6
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
7
Partial liklihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798183
Saved in:
8
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798233
Saved in:
9
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
10
Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
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