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subject:"Finanzanalyse"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
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Finanzanalyse
Forecasting model
Estimation
706
Schätzung
706
Prognoseverfahren
158
Theorie
143
Theory
143
Volatility
117
Volatilität
117
Time series analysis
106
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106
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94
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81
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Gupta, Rangan
4
Moosa, Imad A.
4
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4
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3
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3
Koopman, Siem Jan
3
Ma, Feng
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Applied economics
International journal of forecasting
Finance research letters
87
Discussion paper / Centre for Economic Policy Research
54
International review of financial analysis
54
Journal of banking & finance
50
Journal of econometrics
50
Economic modelling
48
Journal of empirical finance
47
Energy economics
46
International review of economics & finance : IREF
45
Journal of financial economics
43
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of forecasting
39
Pacific-Basin finance journal
30
Applied economics letters
29
Economics letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of international financial markets, institutions & money
26
Journal of international money and finance
26
Discussion papers / CEPR
25
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
22
Research in international business and finance
20
Journal of financial markets
19
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19
Journal of economic dynamics & control
18
Quantitative finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Working paper / National Bureau of Economic Research, Inc.
18
The European journal of finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of applied econometrics
15
Journal of macroeconomics
13
Review of quantitative finance and accounting
13
Computational economics
11
Econometric reviews
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International journal of finance & economics : IJFE
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Journal of financial econometrics
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1
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
2
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
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:
4
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:
5
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
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6
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
7
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
8
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
9
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
10
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
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