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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
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Schätzung
Estimation
Theorie
1,013
Theory
1,013
Forecasting model
476
Prognoseverfahren
476
Time series analysis
245
Zeitreihenanalyse
245
Capital income
119
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119
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115
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115
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Article
135
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Article in journal
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135
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English
135
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Karathanasopoulos, Andreas
3
Antonakakis, Nikolaos
2
Coakley, Jerry
2
García-Ferrer, Antonio
2
Hartmann, Daniel
2
Kizys, Renatas
2
Pierdzioch, Christian
2
Smith, Simon C.
2
Thomson, Peter J.
2
Ullah, Wali
2
Abad Díaz, David
1
Ahelegbey, Daniel Felix
1
Al-Gamrh, Bakr
1
Alexiou, Constantinos
1
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1
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1
Asgharian, Hossein
1
Avdoulas, Christos
1
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1
Baur, Dirk G.
1
Beckmann, Joscha
1
Bekiros, Stelios
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Beutler, Toni
1
Bikker, Jacob A.
1
Black, Angela J.
1
Bossone, Biagio
1
Bottomley, Paul A.
1
Breitung, Jörg
1
Brooks, Robert
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buss, Ginters
1
Butt, Hilal Anwar
1
Byers, J. David
1
Cabrer-Borrás, Bernardí
1
Calice, Giovanni
1
Caloia, Francesco Giuseppe
1
Casalin, Fabrizio
1
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International review of financial analysis
Journal of forecasting
Applied economics
315
Economics letters
208
Economic modelling
191
Applied economics letters
165
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Journal of international money and finance
150
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of applied econometrics
142
Journal of economic dynamics & control
121
Journal of banking & finance
119
International review of economics & finance : IREF
118
Journal of macroeconomics
117
The review of economics and statistics
107
Journal of empirical finance
99
Applied financial economics
95
Journal of monetary economics
95
European economic review : EER
90
Journal of international economics
88
Macroeconomic dynamics
88
International journal of forecasting
87
Journal of urban economics
85
Journal of financial economics
84
The journal of finance : the journal of the American Finance Association
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The American economic review
77
Journal of money, credit and banking : JMCB
74
Energy economics
73
The economic journal : the journal of the Royal Economic Society
73
Econometric reviews
72
American journal of agricultural economics
70
The Canadian journal of economics
70
Finance research letters
69
The European journal of finance
68
International journal of finance & economics : IJFE
65
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
56
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ECONIS (ZBW)
135
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135
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1
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
4
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
7
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
8
Nonlinear market liquidity : an empirical examination
Chuliá, Helena
;
Mosquera-López, Stephania
;
Uribe, Jorge
- In:
International review of financial analysis
87
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
Saved in:
9
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
10
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
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