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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~subject:"Prognoseverfahren"
~type:"book"
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Prognoseverfahren
Theorie
423
Theory
423
Time series analysis
235
Zeitreihenanalyse
235
Forecasting model
192
Volatility
183
Volatilität
183
Estimation theory
167
Schätztheorie
167
Estimation
144
Schätzung
144
USA
114
United States
114
ARCH model
112
ARCH-Modell
112
Stochastic process
96
Stochastischer Prozess
96
Capital income
79
Kapitaleinkommen
79
Welt
76
World
76
Modellierung
71
Scientific modelling
71
Börsenkurs
64
Share price
64
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56
VAR-Modell
56
Cointegration
54
Kointegration
54
Mathematical programming
51
Mathematische Optimierung
51
Netherlands
49
Niederlande
49
Portfolio selection
48
Portfolio-Management
48
Statistical test
48
Statistischer Test
48
Bayes-Statistik
44
Bayesian inference
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Arbeitspapier
192
Working Paper
192
Graue Literatur
182
Non-commercial literature
182
Language
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English
Author
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Franses, Philip Hans
51
McAleer, Michael
33
Legerstee, Rianne
12
Dijk, Dick van
11
Heij, Christiaan
9
Chang, Chia-Lin
8
Groenen, Patrick J. F.
8
Pérez Amaral, Teodosio
7
Caporin, Massimiliano
6
Hillebrand, Eric
6
Asai, Manabu
5
Bollerslev, Tim
5
Borup, Daniel
5
Engsted, Tom
5
Jiménez-Martín, Juan-Ángel
5
Paap, Richard
5
Teräsvirta, Timo
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Exterkate, Peter
4
Lunde, Asger
4
Medeiros, Marcelo C.
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Ravazzolo, Francesco
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Bruijn, Bert de
3
Christensen, Bent Jesper
3
Dekker, Rommert
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Hansen, Peter Reinhard
3
Jimenez-Martin, Juan-Angel
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Timmermann, Allan
3
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Econometrisch Instituut <Rotterdam>
4
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CREATES research paper
Econometric Institute research papers
NBER working paper series
253
NBER Working Paper
235
Working paper
190
Discussion paper / Tinbergen Institute
169
ECB Working Paper
169
Working paper series / European Central Bank
158
IMF working papers
134
Working paper / Department of Econometrics and Business Statistics, Monash University
126
CESifo working papers
119
Working paper / National Bureau of Economic Research, Inc.
91
Working papers
85
Finance and economics discussion series
84
Tinbergen Institute Discussion Paper
78
CESifo Working Paper
70
CAMA working paper series
66
IMF Working Paper
66
Federal Reserve Bank of Cleveland working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Discussion paper
64
Working paper series
62
SFB 649 discussion paper
58
Working Paper
58
Working paper / Norges Bank
54
Research paper series / Swiss Finance Institute
52
CESifo Working Paper Series
46
FEDS Working Paper
45
Staff working paper / Bank of Canada
45
Temi di discussione / Banca d'Italia
44
Discussion paper series / IZA
41
Cambridge working papers in economics
40
International finance discussion papers
40
Department of Economics working paper series
39
Staff reports / Federal Reserve Bank of New York
39
CAMA Working Paper
38
Working papers / Federal Reserve Bank of Philadelphia, Research Department
37
CFS working paper series
35
FRB of Cleveland Working Paper
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
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ECONIS (ZBW)
192
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1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
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2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
5
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
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7
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads M.
; …
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
8
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
9
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
10
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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