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isPartOf:"The journal of economics"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Forecasting model
Estimation
305
Schätzung
301
Estimation theory
156
Schätztheorie
156
Time series analysis
91
Zeitreihenanalyse
91
Theorie
84
Theory
84
Volatility
81
Volatilität
81
Nichtparametrisches Verfahren
78
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78
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74
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Almeida, Caio
3
Ardison, Kym
3
Fan, Jianqing
3
Garcia, René
3
Kim, Donggyu
3
Vicente, Jose
3
Andersen, Torben
2
Bollerslev, Tim
2
Dobrev, Dobrislav
2
Ghysels, Eric
2
Hong, Yongmiao
2
Patton, Andrew J.
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Todorov, Viktor
2
Ahoniemi, Katja
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Bali, Turan G.
1
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1
Bandi, Federico M.
1
Barnett, William A.
1
Bennedsen, Mikkel
1
Bitto, Angela
1
Boot, Tom
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Caldeira, João F.
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Camponovo, Lorenzo
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Corradi, Valentina
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Cui, Liyuan
1
Cui, Xiangyu
1
Demetrescu, Matei
1
Dhaene, Geert
1
Di Mari, Roberto
1
Diebold, Francis X.
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The journal of economics
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
103
Finance research letters
85
Applied economics
55
Discussion paper / Centre for Economic Policy Research
51
International review of financial analysis
50
Economic modelling
47
Journal of banking & finance
47
Energy economics
46
Journal of empirical finance
46
International review of economics & finance : IREF
42
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of forecasting
39
Pacific-Basin finance journal
29
Applied economics letters
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economics letters
27
Journal of international financial markets, institutions & money
26
Journal of international money and finance
25
Discussion papers / CEPR
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of economic dynamics & control
18
Journal of financial markets
18
Research in international business and finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Quantitative finance
17
The European journal of finance
16
Journal of applied econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of macroeconomics
13
Working paper / National Bureau of Economic Research, Inc.
12
Computational economics
11
Econometric reviews
11
International journal of finance & economics : IJFE
11
Journal of financial econometrics
11
Review of quantitative finance and accounting
11
SpringerLink / Bücher
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ECONIS (ZBW)
60
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
4
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
9
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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