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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Theory"
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Schätzung
Capital income
Estimation
Theorie
584
Theory
584
Forecasting model
433
Prognoseverfahren
433
Time series analysis
223
Zeitreihenanalyse
223
Volatility
55
Volatilität
55
Kapitaleinkommen
47
Estimation theory
45
Schätztheorie
45
USA
42
United States
42
ARCH model
38
ARCH-Modell
38
Forecast
38
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38
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36
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36
Bayes-Statistik
35
Bayesian inference
35
Neural networks
33
Neuronale Netze
33
forecasting
32
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29
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29
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28
Leading indicator
28
Regression analysis
28
Regressionsanalyse
28
Exchange rate
27
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27
Statistical distribution
26
Statistische Verteilung
26
VAR model
26
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26
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23
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Article
106
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Article in journal
Aufsatz in Zeitschrift
106
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English
106
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Karathanasopoulos, Andreas
3
Brännäs, Kurt
2
Chen, Cathy W. S.
2
García-Ferrer, Antonio
2
Gooijer, Jan G. de
2
Lin, Edward M. H.
2
Reeves, Jonathan J.
2
Thomson, Peter J.
2
Ullah, Wali
2
Wu, Haifeng
2
Aiolfi, Marco
1
Amendola, Alessandra
1
Anders, Ulrich
1
Andrews, Rick L.
1
Asai, Manabu
1
Asgharian, Hossein
1
Barnett, William A.
1
Baruník, Jozef
1
Basse, Tobias
1
Bekiros, Stelios D.
1
Belhachemi, Rachid
1
Belmonte, Miguel A. G.
1
Berger, Theo
1
Bikker, Jacob A.
1
Black, Angela J.
1
Bottomley, Paul A.
1
Breitung, Jörg
1
Bruce, Andrew G.
1
Buss, Ginters
1
Byers, J. David
1
Cabrer-Borrás, Bernardí
1
Cai, Yuzhi
1
Cenesizoglu, Tolga
1
Chan, Ngai Hang
1
Chauvet, Marcelle
1
Chen, Langnan
1
Chen, Lu
1
Cheng, Yihan
1
Choi, Jaehyuk
1
Chow, William W.
1
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Journal of forecasting
Applied economics
353
Economics letters
251
Economic modelling
211
Journal of banking & finance
211
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Applied economics letters
188
Journal of empirical finance
171
Journal of economic dynamics & control
167
Journal of financial economics
165
Journal of international money and finance
165
Journal of applied econometrics
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
The journal of finance : the journal of the American Finance Association
152
International review of economics & finance : IREF
150
Finance research letters
138
Applied financial economics
123
Journal of macroeconomics
122
Journal of monetary economics
120
International journal of forecasting
118
The review of economics and statistics
114
International review of financial analysis
112
The review of financial studies
109
The European journal of finance
107
Macroeconomic dynamics
102
European economic review : EER
99
Journal of international economics
93
The American economic review
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of urban economics
85
Econometric reviews
83
Journal of money, credit and banking : JMCB
81
The economic journal : the journal of the Royal Economic Society
80
Energy economics
79
Management science : journal of the Institute for Operations Research and the Management Sciences
75
International journal of finance & economics : IJFE
73
The Canadian journal of economics
73
American journal of agricultural economics
70
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ECONIS (ZBW)
106
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1
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10
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106
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1
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
2
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:
3
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:
4
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:
5
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
8
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
Saved in:
9
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
10
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
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