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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of forecasting"
~subject:"United Kingdom"
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Volatility
Yield curve
United Kingdom
Estimation
179
Schätzung
179
Forecasting model
151
Prognoseverfahren
151
Theorie
87
Theory
87
Time series analysis
74
Zeitreihenanalyse
74
Volatilität
46
Capital income
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Gerlach, Richard
2
Klein, Tony
2
Mumtaz, Haroon
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
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
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International journal of forecasting
Applied economics
262
Discussion paper series / IZA
245
Working paper / National Bureau of Economic Research, Inc.
180
Discussion paper / Centre for Economic Policy Research
175
NBER working paper series
171
NBER Working Paper
155
Economic modelling
154
Energy economics
148
International review of economics & finance : IREF
146
Finance research letters
137
Applied financial economics
133
Working paper
127
Applied economics letters
124
Journal of banking & finance
121
Journal of econometrics
119
International review of financial analysis
118
Journal of international money and finance
118
CESifo working papers
117
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
103
Discussion paper
96
IZA Discussion Paper
90
Economics letters
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of international financial markets, institutions & money
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
International journal of finance & economics : IJFE
77
Research in international business and finance
77
The journal of futures markets
76
Discussion paper / Tinbergen Institute
72
The European journal of finance
70
Journal of financial economics
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Discussion papers in economics
54
Journal of applied econometrics
52
Journal of economic dynamics & control
50
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ECONIS (ZBW)
57
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
8
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
9
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
10
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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