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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
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Schock
Volatilität
Forecasting model
Estimation
179
Schätzung
179
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatility
46
Capital income
32
Kapitaleinkommen
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Economic forecast
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Wirtschaftsprognose
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ARCH model
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ARCH-Modell
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Factor analysis
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Forecast
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Estimation theory
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Schätztheorie
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Bayes-Statistik
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Bayesian inference
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Frühindikator
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Leading indicator
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Forecasting
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Börsenkurs
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
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González-Rivera, Gloria
2
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2
Herwartz, Helmut
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Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
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1
Antzulatos, Angelos A.
1
Arai, Natsuki
1
Arroyo, Javier
1
Asai, Manabu
1
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1
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International journal of forecasting
Applied economics
239
Economic modelling
216
Working paper / National Bureau of Economic Research, Inc.
208
NBER working paper series
200
Energy economics
193
Finance research letters
189
NBER Working Paper
186
Discussion paper / Centre for Economic Policy Research
172
Working paper
162
International review of economics & finance : IREF
160
Journal of banking & finance
149
Journal of econometrics
149
International review of financial analysis
148
Applied economics letters
145
CESifo working papers
144
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
132
Journal of empirical finance
131
Journal of international money and finance
131
Journal of forecasting
115
Discussion papers / CEPR
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Applied financial economics
96
Journal of international financial markets, institutions & money
93
Discussion paper / Tinbergen Institute
87
Journal of financial economics
86
Research in international business and finance
85
Journal of economic dynamics & control
82
Discussion paper
80
Discussion paper series / IZA
75
Journal of macroeconomics
75
Journal of risk and financial management : JRFM
74
The journal of futures markets
74
The European journal of finance
68
International journal of finance & economics : IJFE
66
CAMA working paper series
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Working paper series / European Central Bank
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ECONIS (ZBW)
155
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31
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
32
A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
Saved in:
33
Interpretable sports team rating models based on the gradient descent algorithm
Lasek, Jan
;
Gagolewski, Marek
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1061-1071
Persistent link: https://www.econbiz.de/10012794803
Saved in:
34
Optimal model averaging forecasting in high-dimensional survival analysis
Yan, Xiaodong
;
Wang, Hongni
;
Wang, Wei
;
Xie, Jinhan
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1147-1155
Persistent link: https://www.econbiz.de/10012794829
Saved in:
35
Forecasting macroeconomic risks
Adams, Patrick A.
;
Adrian, Tobias
;
Boyarchenko, Nina
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10012794835
Saved in:
36
Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Proietti, Tommaso
;
Giovannelli, Alessandro
;
Ricchi, Ottavio
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1376-1398
Persistent link: https://www.econbiz.de/10013274282
Saved in:
37
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
38
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
39
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
40
Forecasting from others' experience : Bayesian estimation of the generalized Bass model
Ramírez, Andrés
;
Montoya-Blandón, Santiago
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10012415086
Saved in:
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