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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Estimation
44
Schätzung
44
Volatility
23
Volatilität
23
Theorie
21
Theory
21
Forecasting model
20
Kapitaleinkommen
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United States
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Aufsatz in Zeitschrift
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English
31
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Swanson, Norman R.
Bollerslev, Tim
Gupta, Rangan
85
Zaremba, Adam
58
McMillan, David G.
36
Pierdzioch, Christian
32
Ma, Feng
31
Wohar, Mark E.
28
Narayan, Paresh Kumar
24
Wang, Yudong
23
Zhang, Yaojie
21
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Cakici, Nusret
18
Demirer, Rıza
18
Todorov, Viktor
18
Kumar, Dilip
17
Salisu, Afees A.
17
Bali, Turan G.
16
Bouri, Elie
15
Gil-Alaña, Luis A.
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Wei, Yu
13
Caporale, Guglielmo Maria
12
McAleer, Michael
12
Moosa, Imad A.
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Brooks, Robert
11
Jareño, Francisco
11
Jawadi, Fredj
11
Tauchen, George Eugene
11
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Journal of econometrics
7
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of forecasting
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
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1
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1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
31
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
3
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
Saved in:
4
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
5
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
10
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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