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subject:"Prognoseverfahren"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"International review of economics & finance : IREF"
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Prognoseverfahren
Estimation
706
Schätzung
706
Theorie
154
Theory
154
Deutschland
147
Germany
147
Capital income
122
Kapitaleinkommen
122
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Schumacher, Christian
4
Gupta, Rangan
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Marcellino, Massimiliano
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3
Balcilar, Mehmet
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Breitung, Jörg
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Craig, Ben R.
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Huang, Dengshi
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Keller, Joachim
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Knüppel, Malte
2
Lee, Doowon
2
Liebig, Thilo
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wohar, Mark E.
2
Xu, Weiju
2
Zhu, Min
2
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
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Bai, Jiancheng
1
Bannigidadmath, Deepa
1
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1
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Chen, Nan-kuang
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1
Chen, Shiu-sheng
1
Chen, Sichong
1
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Discussion paper / Deutsche Bundesbank
International review of economics & finance : IREF
International journal of forecasting
151
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107
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
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63
International review of financial analysis
63
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63
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56
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49
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48
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42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
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Journal of international money and finance
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Discussion paper / Tinbergen Institute
33
Pacific-Basin finance journal
32
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The journal of futures markets
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
77
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1
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
3
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
5
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
6
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
7
Nonlinearity in the cross-section of stock returns : evidence from China
Wang, Jianqiu
;
Wu, Ke
;
Tong, Guoshi
;
Chen, Dongxu
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 174-205
Persistent link: https://www.econbiz.de/10014424128
Saved in:
8
Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market
He, Zhifang
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 177-194
Persistent link: https://www.econbiz.de/10013334559
Saved in:
9
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
10
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
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