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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
~type:"book"
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Prognoseverfahren
Statistischer Test
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Estimation
79
Schätzung
79
Stochastic process
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Stochastischer Prozess
60
Capital income
58
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47
United States
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43
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43
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Risk premium
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Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
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Optionspreistheorie
28
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25
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Arbeitspapier
127
Graue Literatur
127
Non-commercial literature
127
Working Paper
127
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English
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Teräsvirta, Timo
9
Engsted, Tom
6
Hillebrand, Eric
6
Bollerslev, Tim
5
Borup, Daniel
5
Nielsen, Morten Ørregaard
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Ergemen, Yunus Emre
4
Jansson, Michael
4
Kristensen, Dennis
4
Kruse, Robinson
4
Lunde, Asger
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Callot, Laurent
3
Christensen, Bent Jesper
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kock, Anders Bredahl
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Thyrsgaard, Martin
3
Timmermann, Allan
3
Veliyev, Bezirgen
3
Voev, Valeri
3
Amado, Cristina
2
Amaya, Diego
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Callot, Laurent A. F.
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
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2
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CREATES research paper
NBER working paper series
281
NBER Working Paper
267
Working paper
209
Discussion paper / Tinbergen Institute
204
ECB Working Paper
173
Working paper series / European Central Bank
163
Working paper / Department of Econometrics and Business Statistics, Monash University
146
CESifo working papers
140
IMF working papers
138
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
136
Econometric Institute research papers
109
CEMMAP working papers / Centre for Microdata Methods and Practice
107
Working paper / National Bureau of Economic Research, Inc.
107
Tinbergen Institute Discussion Paper
96
Finance and economics discussion series
90
Working papers
90
Discussion paper series / IZA
86
Working Paper
82
CESifo Working Paper
81
SFB 649 discussion paper
79
Discussion paper
75
CAMA working paper series
71
Working paper series
70
Cambridge working papers in economics
68
Cowles Foundation discussion paper
68
IMF Working Paper
67
Federal Reserve Bank of Cleveland working paper series
65
Research paper series / Swiss Finance Institute
59
CESifo Working Paper Series
56
Working paper / Norges Bank
54
IZA Discussion Paper
51
Cowles Foundation Discussion Paper
48
Staff working paper / Bank of Canada
47
FEDS Working Paper
46
IZA Discussion Papers
46
Technical Report
46
SFB 649 Discussion Paper
45
International finance discussion papers
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ECONIS (ZBW)
127
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127
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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
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
7
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:
8
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:
9
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:
10
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
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