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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of forecasting"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
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24
Estimation theory
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forecasting
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37
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37
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Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Bikker, Jacob A.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Boysen-Hogrefe, Jens
1
Buchen, Teresa
1
Cepni, Oguzhan
1
Chen, Langnan
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Fei, Tianlun
1
Fischer, Henning
1
Gordon, Stephen F.
1
Granger, C. W. J.
1
Groß-Klußmann, Axel
1
Guo, Na
1
Gupta, Rangan
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Huang, Mao-Lung
1
Härdle, Wolfgang
1
Jeon, Jooyoung
1
Jeong, Kiho
1
Karathanasopoulos, Andreas
1
Kiss, Tamás
1
Koubaa, Yosra
1
Leppin, Julian Sebastian
1
Liao, Shu-Yi
1
Liao, Yin
1
Lin, Kuo-Chin
1
Liu, Xiaoquan
1
Louzis, Dimitrios P.
1
Luciani, Matteo
1
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Journal of forecasting
Applied economics
250
Economic modelling
242
Energy economics
183
International review of economics & finance : IREF
157
Applied economics letters
153
Finance research letters
145
Journal of international money and finance
135
The North American journal of economics and finance : a journal of financial economics studies
123
Economics letters
120
International review of financial analysis
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of econometrics
113
Journal of banking & finance
112
Journal of empirical finance
90
Journal of international financial markets, institutions & money
88
Applied financial economics
87
Journal of economic dynamics & control
79
Research in international business and finance
76
Journal of macroeconomics
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
International journal of finance & economics : IJFE
70
Journal of risk and financial management : JRFM
66
European economic review : EER
63
The European journal of finance
63
The journal of futures markets
61
Macroeconomic dynamics
59
International journal of forecasting
55
Journal of international economics
55
Empirica : journal of european economics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of monetary economics
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Journal of applied econometrics
47
Journal of financial economics
46
Open economies review
46
Journal of money, credit and banking : JMCB
45
International Journal of Energy Economics and Policy : IJEEP
44
International journal of economics and finance
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
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:
5
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:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
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:
9
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
10
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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