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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Financial analysis"
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Zeitreihenanalyse
Financial analysis
Estimation
947
Schätzung
947
Theorie
375
Theory
375
USA
183
United States
183
Welt
166
World
166
Deutschland
162
Germany
162
Exchange rate
113
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113
Volatility
98
Volatilität
98
Geldpolitik
75
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75
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74
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74
Forecasting model
72
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72
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66
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66
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64
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63
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60
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59
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57
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57
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56
EU-Staaten
56
Estimation theory
51
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51
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51
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48
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48
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48
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64
German
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Carriero, Andrea
2
Clark, Todd E.
2
Hesselmann, Christoph
2
MacDonald, Ronald
2
Marcellino, Massimiliano
2
Nielsen, Morten Ørregaard
2
Papell, David H.
2
Pesaran, M. Hashem
2
Ahelegbey, Daniel Felix
1
Amano, Robert A.
1
Andersen, Torben
1
Babaei, Hamid
1
Bai, Yu
1
Bailey, Natalia
1
Balke, Nathan S.
1
Baxter, J. L.
1
Bekdache, Basma
1
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1
Bianchi, Marco
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Cushman, David O.
1
De la Croix, David
1
DeLoach, Stephen B.
1
Demetrescu, Matei
1
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1
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Gabler Edition Wissenschaft
Journal of applied econometrics
Journal of international money and finance
Journal of econometrics
115
Applied economics
102
Economic modelling
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Applied economics letters
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
International journal of forecasting
76
Economics letters
72
CESifo working papers
71
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Energy economics
54
Journal of forecasting
50
Working paper
50
International review of economics & finance : IREF
46
Econometric reviews
42
Journal of banking & finance
40
Journal of empirical finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Applied financial economics
36
Finance research letters
35
Journal of economic dynamics & control
33
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
International review of financial analysis
28
Macroeconomic dynamics
28
NBER Working Paper
27
CAMA working paper series
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Computational economics
25
International journal of finance & economics : IJFE
25
Journal of macroeconomics
25
The empirical economics letters : a monthly international journal of economics
25
Discussion paper / Centre for Economic Policy Research
24
Journal of risk and financial management : JRFM
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
SFB 649 discussion paper
23
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ECONIS (ZBW)
76
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76
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
4
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
5
Global financial cycles since 1880
Potjagailo, Galina
;
Wolters, Maik H.
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Saved in:
6
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
7
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
8
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
9
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Weller, Paul A.
; …
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012795944
Saved in:
10
Measuring the international dimension of output volatility
Everaert, Gerdie
;
Iseringhausen, Martin
- In:
Journal of international money and finance
81
(
2018
),
pp. 20-39
Persistent link: https://www.econbiz.de/10012000018
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