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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~subject:"Stock market"
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EU-Staaten
Volatility
Stock market
Estimation
179
Schätzung
179
Forecasting model
151
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatilität
46
Capital income
32
Kapitaleinkommen
32
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27
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27
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25
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25
Factor analysis
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Estimation theory
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20
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Inflation
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55
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Gerlach, Richard
2
Herwartz, Helmut
2
Klein, Tony
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
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1
Baumeister, Christiane
1
Bauwens, Luc
1
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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
Catania, Leopoldo
1
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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
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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
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1
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1
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1
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1
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International journal of forecasting
Economic modelling
244
Applied economics
242
International review of economics & finance : IREF
196
CESifo working papers
185
Finance research letters
185
Applied economics letters
180
International review of financial analysis
169
Energy economics
165
Discussion paper / Centre for Economic Policy Research
140
The North American journal of economics and finance : a journal of financial economics studies
140
Working paper
132
Journal of banking & finance
131
Applied financial economics
129
Working paper / National Bureau of Economic Research, Inc.
129
NBER working paper series
127
Journal of international money and finance
123
Journal of international financial markets, institutions & money
120
Research in international business and finance
118
NBER Working Paper
116
Journal of empirical finance
113
Journal of econometrics
110
Discussion paper series / IZA
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Working paper series / European Central Bank
94
Economics letters
93
The European journal of finance
87
Discussion paper / Tinbergen Institute
86
Discussion paper
84
Journal of risk and financial management : JRFM
77
International journal of finance & economics : IJFE
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
International journal of economics and finance
68
The journal of futures markets
63
Journal of financial economics
62
Pacific-Basin finance journal
62
CESifo Working Paper Series
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Kiel working paper
55
ECB Working Paper
54
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ECONIS (ZBW)
55
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1
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
2
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
7
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
8
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
9
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
10
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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