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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type:"article"
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Forecasting model
Zeitreihenanalyse
Estimation
271
Schätzung
270
Theorie
109
Theory
109
Time series analysis
77
Volatility
76
Volatilität
76
Capital income
53
Kapitaleinkommen
53
Börsenkurs
46
Share price
46
Estimation theory
45
Schätztheorie
45
ARCH model
37
ARCH-Modell
37
Prognoseverfahren
35
USA
35
United States
35
Cointegration
32
Kointegration
32
Markov chain
31
Markov-Kette
31
Nichtlineare Regression
30
Nonlinear regression
30
Geldpolitik
25
Monetary policy
25
VAR model
25
VAR-Modell
25
Regression analysis
20
Regressionsanalyse
20
Bayes-Statistik
19
Bayesian inference
19
Stochastic process
19
Stochastischer Prozess
19
Business cycle
18
Konjunktur
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
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98
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98
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English
98
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Sornette, Didier
5
Gupta, Rangan
3
Wehrli, Alexander
3
Boubaker, Heni
2
Canarella, Giorgio
2
Miller, Stephen M.
2
Péguin-Feissolle, Anne
2
Sun, Yuying
2
Wang, Shouyang
2
Wheatley, Spencer
2
Alemany, N.
1
Alexander, Carol
1
Aloy, Marcel
1
Anagnostou, I.
1
Aragó Manzana, Vicent
1
Audrino, Francesco
1
Bahramian, Pejman
1
Bak, Yuhyeon
1
Banerjee, Anurag Narayan
1
Baur, Dirk G.
1
Becker, Ralf
1
Beylunioğlu, Fuat C.
1
Bhatti, Muhammad Ishaq
1
Billio, Monica
1
Blazsek, Szabolcs
1
Boldin, Michael David
1
Bormetti, Giacomo
1
Bouaddi, Mohammed
1
Bouchaud, Jean-Philippe
1
Bradley, Michael D.
1
Broto, Carmen
1
Canabarro, Askery
1
Casarin, Roberto
1
Chaturvedi, Anoop
1
Chaubal, Aditi
1
Chen, May-Ru
1
Chi, Xie
1
Chiang, Min-Hsien
1
Choi, Seungmoon
1
Chow, K. Victor
1
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Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
162
International journal of forecasting
160
Journal of econometrics
152
Economic modelling
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Applied economics letters
125
Journal of forecasting
119
Finance research letters
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Economics letters
98
Journal of banking & finance
98
Energy economics
91
Journal of empirical finance
88
International review of economics & finance : IREF
84
International review of financial analysis
73
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of applied econometrics
62
Journal of financial economics
62
Journal of international money and finance
54
Econometric reviews
52
Applied financial economics
45
Journal of economic dynamics & control
43
International journal of finance & economics : IJFE
41
Journal of international financial markets, institutions & money
41
Journal of risk and financial management : JRFM
39
Pacific-Basin finance journal
39
Journal of macroeconomics
38
Macroeconomic dynamics
37
Research in international business and finance
35
Computational economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The European journal of finance
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of economics and finance
31
Journal of money, credit and banking : JMCB
29
The empirical economics letters : a monthly international journal of economics
28
Journal of financial econometrics
27
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98
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
7
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
8
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
9
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
10
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
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