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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Finanzanalyse
Forecasting model
Estimation
1,215
Schätzung
1,215
Theorie
289
Theory
289
Prognoseverfahren
237
Time series analysis
186
Zeitreihenanalyse
186
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185
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185
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165
United States
165
Capital income
143
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Gupta, Rangan
6
Koopman, Siem Jan
5
Dai, Zhifeng
4
Herwartz, Helmut
4
Nonejad, Nima
4
Athanasopoulos, George
3
Huber, Florian
3
McAleer, Michael
3
Pierdzioch, Christian
3
Asai, Manabu
2
Blasques, Francisco
2
Bräuning, Falk
2
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2
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2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klaassen, Franc
2
Klein, Tony
2
Lahiri, Kajal
2
Lux, Thomas
2
Lyócsa, Štefan
2
Marcellino, Massimiliano
2
Mumtaz, Haroon
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
Witt, Stephen F.
2
Wohar, Mark E.
2
Wolters, Maik H.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Journal of forecasting
107
Finance research letters
91
Journal of banking & finance
84
Applied economics
81
International review of financial analysis
68
Journal of empirical finance
66
Economic modelling
64
Journal of econometrics
63
Applied economics letters
62
Journal of financial economics
60
Working paper / National Bureau of Economic Research, Inc.
60
Discussion paper / Centre for Economic Policy Research
59
International review of economics & finance : IREF
59
NBER Working Paper
54
Energy economics
53
NBER working paper series
53
Working paper
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
45
CESifo working papers
40
Journal of international money and finance
35
The European journal of finance
34
Discussion paper / Tinbergen Institute
33
Finance and economics discussion series
33
Pacific-Basin finance journal
33
Applied financial economics
31
Journal of applied econometrics
31
Journal of international financial markets, institutions & money
30
Discussion paper / Deutsche Bundesbank
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of futures markets
27
Discussion papers / CEPR
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of risk and financial management : JRFM
23
Discussion paper
22
International journal of finance & economics : IJFE
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ECONIS (ZBW)
241
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
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