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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Prognoseverfahren"
~type:"book"
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Prognoseverfahren
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
60
Stochastischer Prozess
60
Capital income
58
Kapitaleinkommen
58
USA
47
United States
47
Börsenkurs
46
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46
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43
ARCH-Modell
43
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40
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40
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39
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39
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32
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32
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32
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32
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31
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Optionspreistheorie
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Regression analysis
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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98
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Hillebrand, Eric
6
Bollerslev, Tim
5
Borup, Daniel
5
Engsted, Tom
5
Teräsvirta, Timo
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Lunde, Asger
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Nyberg, Henri
3
Timmermann, Allan
3
Voev, Valeri
3
Amaya, Diego
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Callot, Laurent
2
Chini, Emilio Zanetti
2
Dias, Gustavo Fruet
2
Grassi, Stefano
2
Hillebrand, Eric T.
2
Jacobs, Kris
2
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2
Knapik, Oskar
2
Lanne, Markku
2
Lukas, Manuel
2
Marczak, Martyna
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2
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CREATES research paper
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
Econometric Institute research papers
94
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
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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
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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
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FRB of Cleveland Working Paper
35
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ECONIS (ZBW)
98
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61
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2013
Persistent link: https://www.econbiz.de/10009751849
Saved in:
62
Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
Saved in:
63
Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660807
Saved in:
64
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
-
2012
Persistent link: https://www.econbiz.de/10009660753
Saved in:
65
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
66
Housing price forecastability : a factor analysis
Bork, Lasse
;
Møller, Stig V.
-
2012
Persistent link: https://www.econbiz.de/10009541862
Saved in:
67
Model selection in kernel ridge regression
Exterkate, Peter
-
2012
Persistent link: https://www.econbiz.de/10009511720
Saved in:
68
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
69
Predicting returns and rent growth in the housing market using the rent-to-price ratio : evidence from the OECD countries
Engsted, Tom
;
Pesersen, Thomas Q.
-
2012
Persistent link: https://www.econbiz.de/10009785769
Saved in:
70
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
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