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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Capital income
31
Volatility
28
Volatilität
28
Börsenkurs
24
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24
Estimation theory
18
Schätztheorie
18
USA
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18
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16
Prognose
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forecasting
14
Regression analysis
13
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13
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11
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English
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Gupta, Rangan
3
Cepni, Oguzhan
2
García-Ferrer, Antonio
2
Pierdzioch, Christian
2
Ullah, Wali
2
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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
Bisognin, C.
1
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1
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1
Bonato, Matteo
1
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1
Brännäs, Kurt
1
Buchen, Teresa
1
Buss, Ginters
1
Cabrer-Borrás, Bernardí
1
Cai, Wensheng
1
Cenesizoglu, Tolga
1
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1
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1
Cross, Jamie
1
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1
Dua, Pami
1
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1
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Gabler Edition Wissenschaft
Journal of forecasting
Applied economics
186
Economic modelling
170
Finance research letters
164
Journal of banking & finance
157
Applied economics letters
153
Journal of econometrics
146
International review of economics & finance : IREF
145
International review of financial analysis
136
Journal of empirical finance
134
Journal of financial economics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Applied financial economics
109
The North American journal of economics and finance : a journal of financial economics studies
109
Economics letters
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
International journal of forecasting
94
Journal of international financial markets, institutions & money
88
Energy economics
85
Research in international business and finance
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
Journal of international money and finance
75
The European journal of finance
71
Pacific-Basin finance journal
69
Review of quantitative finance and accounting
63
International journal of finance & economics : IJFE
62
Journal of risk and financial management : JRFM
57
International journal of economics and finance
55
Econometric reviews
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Cogent economics & finance
48
Journal of economic dynamics & control
48
International journal of economics and financial issues : IJEFI
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Journal of applied econometrics
40
Journal of financial markets
39
The empirical economics letters : a monthly international journal of economics
37
Investment management and financial innovations
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75
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
6
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
7
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
8
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
9
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
10
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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