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isPartOf:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~subject:"EU countries"
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Prognoseverfahren
EU countries
Estimation
570
Schätzung
570
Theorie
216
Theory
216
Forecasting model
191
Time series analysis
119
Zeitreihenanalyse
119
Volatility
116
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86
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86
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English
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Härdle, Wolfgang
15
Herwartz, Helmut
5
Koopman, Siem Jan
5
Gupta, Rangan
4
Mihoci, Andrija
4
Athanasopoulos, George
3
Hautsch, Nikolaus
3
Huber, Florian
3
McMillan, David G.
3
Afonso, António
2
Blaskowitz, Oliver
2
Blasques, Francisco
2
Bräuning, Falk
2
Caporale, Guglielmo Maria
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hoffmann, Linda
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Kontonikas, Alexandros
2
Lahiri, Kajal
2
Ma, Feng
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Netšunajev, Aleksei
2
Proaño Acosta, Christian
2
Proietti, Tommaso
2
Rapach, David E.
2
Strohsal, Till
2
Swanson, Norman R.
2
Vahid, Farshid
2
Wei, Yu
2
Witt, Stephen F.
2
Wohar, Mark E.
2
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SFB 649 discussion paper
International journal of finance & economics : IJFE
International journal of forecasting
CESifo working papers
158
Applied economics
152
Economic modelling
139
Discussion paper / Centre for Economic Policy Research
136
Applied economics letters
109
Journal of forecasting
108
Working paper
103
Finance research letters
102
Journal of banking & finance
101
Working paper series / European Central Bank
100
Discussion paper series / IZA
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
International review of economics & finance : IREF
84
International review of financial analysis
76
Journal of empirical finance
76
Journal of international money and finance
73
Energy economics
72
Discussion paper
69
Economics letters
67
Journal of econometrics
66
The North American journal of economics and finance : a journal of financial economics studies
63
Working paper / National Bureau of Economic Research, Inc.
63
Journal of financial economics
61
NBER working paper series
61
Discussion paper / Tinbergen Institute
60
NBER Working Paper
60
ECB Working Paper
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Deutsche Bundesbank
53
Discussion papers / Deutsches Institut für Wirtschaftsforschung
51
IZA Discussion Paper
50
Journal of international financial markets, institutions & money
49
Kiel working paper
49
The European journal of finance
49
CESifo Working Paper Series
44
Journal of applied econometrics
43
ZEW discussion papers
43
European economic review : EER
42
Empirica : journal of european economics
41
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ECONIS (ZBW)
217
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
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:
3
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
4
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
5
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
6
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
7
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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