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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Portfolio-Management
Volatility
Theorie
560
Theory
560
Estimation
142
Schätzung
142
Estimation theory
136
Schätztheorie
136
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Franses, Philip Hans
4
Koopman, Siem Jan
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Lucas, André
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4
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3
Clark, Todd E.
3
Clements, Michael P.
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Koop, Gary
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2
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2
Dijk, Herman K. van
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Galvão, Ana Beatriz C.
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Garcia, René
2
Ghysels, Eric
2
Hafner, Christian M.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kapetanios, George
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Kunst, Robert M.
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Neusser, Klaus
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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
Baltagi, Badi H.
1
Basistha, Arabinda
1
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1
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Journal of applied econometrics
NBER working paper series
567
Working paper / National Bureau of Economic Research, Inc.
512
NBER Working Paper
480
Journal of econometrics
458
Economics letters
455
Journal of banking & finance
407
International journal of forecasting
362
European journal of operational research : EJOR
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
Journal of economic dynamics & control
313
Insurance / Mathematics & economics
310
Journal of forecasting
284
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Finance research letters
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248
Journal of financial economics
241
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235
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230
International journal of theoretical and applied finance
228
Journal of empirical finance
228
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
The journal of finance : the journal of the American Finance Association
217
The review of financial studies
204
Econometric theory
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Finance and stochastics
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Econometric reviews
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Research paper series / Swiss Finance Institute
176
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International review of financial analysis
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Applied economics letters
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Computational economics
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
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ECONIS (ZBW)
127
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Extremal connectedness of hedge funds
Mhalla, Linda
;
Hambuckers, Julien
;
Lambert, Marie
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
Saved in:
10
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
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