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isPartOf:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
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Prognoseverfahren
Estimation
1,588
Schätzung
1,586
Theorie
446
Theory
446
Volatility
280
Volatilität
280
Börsenkurs
245
Share price
245
Capital income
241
Forecasting model
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Kapitaleinkommen
241
Time series analysis
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Zeitreihenanalyse
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Welt
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Cointegration
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English
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Härdle, Wolfgang
15
Gupta, Rangan
9
Wang, Yudong
6
Zhang, Yaojie
5
Hautsch, Nikolaus
4
Mihoci, Andrija
4
Balcilar, Mehmet
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Chan, Ngai Hang
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Cross, Jamie
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Herwartz, Helmut
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Liu, Li
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Pan, Zhiyuan
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Pierdzioch, Christian
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Rumler, Fabio
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Wei, Yu
3
Bannigidadmath, Deepa
2
Cepni, Oguzhan
2
Costantini, Mauro
2
Groß-Klußmann, Axel
2
Hoffmann, Linda
2
Hou, Chenghan
2
Huang, Dengshi
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Jeong, Kiho
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Jiang, Cuixia
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Karathanasopoulos, Andreas
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Kiani, Khurshid M.
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Kumar, Dilip
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Lee, Doowon
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Liu, Xiaoquan
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Liu, Yezheng
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Ma, Feng
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McMillan, David G.
2
Modise, Mampho P.
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2
Poon, Aubrey
2
Schumacher, Christian
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Ullah, Wali
2
Wohar, Mark E.
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SFB 649 discussion paper
Economic modelling
International review of economics & finance : IREF
Journal of forecasting
International journal of forecasting
151
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
56
Applied economics letters
55
Energy economics
53
Working paper
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
45
NBER working paper series
44
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
34
Discussion paper / Tinbergen Institute
33
Pacific-Basin finance journal
32
Finance and economics discussion series
31
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of financial markets
20
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ECONIS (ZBW)
241
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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
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
5
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:
6
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:
7
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
8
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
9
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
10
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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