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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Volatilität
ARCH-Modell
Prognoseverfahren
Estimation
684
Schätzung
679
Theorie
208
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208
Estimation theory
108
Schätztheorie
108
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83
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83
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80
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Article in journal
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Gupta, Rangan
3
Christou, Christina
2
Dimitrakopoulos, Stefanos
2
Guérin, Pierre
2
Huang, Zhuo
2
Karlsson, Sune
2
Österholm, Pär
2
Anatolyev, Stanislav
1
Angelini, Giovanni
1
Anghel, Dan Gabriel
1
Annaert, Jan
1
Aquilante, Tommaso
1
Ardia, David
1
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1
Baetje, Fabian
1
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1
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1
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1
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1
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1
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1
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1
Camacho, Maximo
1
Campos, Nauro
1
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1
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1
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1
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1
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1
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1
Conlon, Thomas
1
Cruz Aguayo, Yyannú
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1
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Economics letters
Applied economics
197
Finance research letters
187
Energy economics
171
Economic modelling
170
International journal of forecasting
157
Journal of econometrics
150
International review of economics & finance : IREF
148
International review of financial analysis
148
Journal of banking & finance
143
Journal of empirical finance
136
The North American journal of economics and finance : a journal of financial economics studies
130
Applied economics letters
128
Journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Applied financial economics
99
Journal of international money and finance
99
Journal of international financial markets, institutions & money
96
Research in international business and finance
88
Journal of financial economics
81
The journal of futures markets
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Journal of risk and financial management : JRFM
72
The European journal of finance
71
Pacific-Basin finance journal
60
International journal of finance & economics : IJFE
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of applied econometrics
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Quantitative finance
48
International journal of economics and finance
47
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Econometric reviews
44
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of economic dynamics & control
43
International Journal of Energy Economics and Policy : IJEEP
42
International journal of economics and financial issues : IJEFI
40
Journal of financial markets
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ECONIS (ZBW)
98
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
3
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
4
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
5
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
6
Political orientation and compensation for idiosyncratic risk
Lee, Seunghyup
- In:
Economics letters
218
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013466385
Saved in:
7
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
8
Implied betas for the Frankel-Wei regression framework
Kunkler, Michael
- In:
Economics letters
218
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
Saved in:
9
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre
- In:
Economics letters
214
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Saved in:
10
Data revisions and the effects of monetary policy volatility
Kamalyan, Hayk
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448289
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