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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Timmermann, Allan"
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Prognoseverfahren
Estimation
7
Schätzung
7
Regression analysis
4
Regressionsanalyse
4
Theorie
4
Theory
4
Forecasting model
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
2
Business cycle
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Panel
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Panel study
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Sampling
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Statistical test
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Statistischer Test
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ARCH filters
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Aktienmarkt
1
Bayesian analysis
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Bayesian estimation
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Börsenkurs
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CAPM
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Capital structure
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Causality analysis
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Dimension reduction
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Economic forecast
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Estimation theory
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Factor asset pricing models
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Fat tails
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Firms’ choice of capital structure
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Forecast
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Granger causality test
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3
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Ghysels, Eric
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Patton, Andrew J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
1
Boot, Tom
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chen, Liang
1
Chen, Ying
1
Cho, Dongchul
1
Choi, Yongok
1
Corradi, Valentina
1
Cui, Liyuan
1
Cui, Xiangyu
1
Demetrescu, Matei
1
Dhaene, Geert
1
Di Mari, Roberto
1
Diebold, Francis X.
1
Dijk, Herman K. van
1
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
6
Working papers / Brandeis University, Department of Economics and International Business School
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
CESifo Working Paper
1
CESifo working papers
1
Cambridge working papers in economics
1
DNB working paper
1
Discussion paper in financial economics : FE
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Research paper series / Swiss Finance Institute
1
The review of economic studies
1
Working paper / Department of Economics, University of Cyprus
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ECONIS (ZBW)
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1
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
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