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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Time series analysis"
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Prognoseverfahren
USA
Time series analysis
Estimation theory
86
Schätztheorie
86
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
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De Luca, Giovanni
2
Nimalendran, Mahendrarajah
2
Rivieccio, Giorgia
2
Ardia, David
1
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
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
Hafner, Christian M.
1
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1
Hartkopf, Jan Patrick
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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Finance research letters
The review of financial studies
Journal of econometrics
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Econometric theory
168
Economics letters
161
International journal of forecasting
132
Discussion paper / Tinbergen Institute
113
Journal of forecasting
102
Econometric reviews
93
CREATES research paper
71
Working paper / Department of Econometrics and Business Statistics, Monash University
71
Applied economics letters
56
Journal of applied econometrics
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
The review of economics and statistics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Working paper / National Bureau of Economic Research, Inc.
52
Applied economics
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Journal of the American Statistical Association : JASA
49
Econometrics : open access journal
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Cowles Foundation discussion paper
46
The econometrics journal
46
NBER Working Paper
43
Journal of time series econometrics
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Economic modelling
40
NBER working paper series
39
Computational economics
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Working paper
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Discussion paper
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EUI working paper / ECO
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Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
SFB 649 discussion paper
29
Discussion paper / Department of Economics, University of California San Diego
27
Discussion paper / Center for Economic Research, Tilburg University
26
Journal of banking & finance
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Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
2
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
3
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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