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~isPartOf:"International journal of forecasting"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
826
Theory
826
Forecasting model
719
Time series analysis
309
Zeitreihenanalyse
309
Forecast
125
Prognose
124
Estimation
95
Schätzung
95
Volatility
83
Volatilität
83
Economic forecast
76
Wirtschaftsprognose
76
Bayes-Statistik
64
Bayesian inference
64
Forecasting
58
Capital income
56
Kapitaleinkommen
56
Frühindikator
55
Leading indicator
55
Statistical distribution
53
Statistische Verteilung
53
ARCH model
49
ARCH-Modell
49
Regression analysis
47
Regressionsanalyse
46
VAR model
45
VAR-Modell
45
Portfolio selection
40
Portfolio-Management
40
USA
39
United States
39
Probability theory
38
Wahrscheinlichkeitsrechnung
38
Risikomaß
37
Risk measure
37
Neural networks
36
Neuronale Netze
36
Time series
36
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Undetermined
377
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2
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Article
716
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3
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Article in journal
717
Aufsatz in Zeitschrift
717
Collection of articles of several authors
12
Sammelwerk
12
Systematic review
5
Übersichtsarbeit
5
Interview
2
Bibliografie enthalten
1
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1
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English
719
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Makridakis, Spyros G.
20
Hyndman, Rob J.
12
Clements, Michael P.
11
Armstrong, Jon Scott
9
Assimakopoulos, V.
9
Koopman, Siem Jan
9
Marcellino, Massimiliano
9
Pesaran, M. Hashem
9
Spiliotis, Evangelos
9
Fildes, Robert
8
Franses, Philip Hans
8
Önkal, Dilek
8
Hendry, David F.
7
Ord, John Keith
7
Petropoulos, Fotios
7
Schuermann, Til
7
Smith, L. Vanessa
7
Stekler, Herman O.
7
Taylor, James W.
7
Timmermann, Allan
7
Collopy, Frederick Lynch
6
Goodwin, Paul
6
Granger, C. W. J.
6
Koehler, Anne B.
6
Guerard, John Baynard
5
Harvey, Nigel
5
Kang, Yanfei
5
McHale, Ian
5
Pinson, Pierre
5
Reade, J. James
5
Ruiz, Esther
5
Snyder, Ralph D.
5
Swanson, Norman R.
5
Thomakos, Dimitrios D.
5
Weron, Rafał
5
Willemain, Thomas R.
5
Athanasopoulos, George
4
Boulier, Bryan L.
4
Clements, Adam
4
Dijk, Dick van
4
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Published in...
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International journal of forecasting
Journal of forecasting
455
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
European journal of operational research : EJOR
124
NBER working paper series
109
Discussion paper / Tinbergen Institute
102
NBER Working Paper
102
Technological forecasting & social change : an international journal
102
Discussion paper / Centre for Economic Policy Research
98
Computational economics
97
Journal of banking & finance
96
Working paper / National Bureau of Economic Research, Inc.
95
Applied economics
92
Economic modelling
90
Journal of empirical finance
89
Economics letters
86
Energy economics
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Working paper
81
Finance research letters
78
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Journal of applied econometrics
70
Risks : open access journal
69
Applied economics letters
66
International review of financial analysis
63
CESifo working papers
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative finance
61
The European journal of finance
60
International journal of production economics
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Journal of economic dynamics & control
53
The North American journal of economics and finance : a journal of financial economics studies
53
Working paper series / European Central Bank
53
CREATES research paper
51
ECB Working Paper
51
Journal of financial economics
51
Insurance / Mathematics & economics
47
SpringerLink / Bücher
46
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ECONIS (ZBW)
719
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
3
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
Saved in:
4
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
5
Beating the market with a bad predictive model
Hubáček, Ondřej
;
Šír, Gustav
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 691-719
Persistent link: https://www.econbiz.de/10014465105
Saved in:
6
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
7
A market for trading forecasts : a wagering mechanism
Raja, Aitazaz Ali
;
Pinson, Pierre
;
Kazempour, Jalal
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 142-159
Persistent link: https://www.econbiz.de/10014450264
Saved in:
8
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
9
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
10
Incentive compatibility in prediction markets : costly actions and external incentives
Chen, Di
;
Dimitrov, Stanko
;
He, Qi-ming
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 351-370
Persistent link: https://www.econbiz.de/10012300654
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