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~isPartOf:"International journal of forecasting"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~subject:"VAR-Modell"
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ARCH-Modell
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Estimation
113
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103
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103
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55
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55
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Andreini, Paolo
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International journal of forecasting
SpringerLink / Bücher
105
Applied economics
104
Energy economics
104
Economic modelling
101
Discussion paper / Centre for Economic Policy Research
100
Economics letters
79
Applied economics letters
73
Jahrbücher für Nationalökonomie und Statistik
72
Finance research letters
69
International review of economics & finance : IREF
60
The North American journal of economics and finance : a journal of financial economics studies
59
Discussion papers / CEPR
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of international money and finance
43
International review of financial analysis
38
Research in international business and finance
38
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37
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33
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31
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30
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29
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29
Labour economics : official journal of the European Association of Labour Economists
28
Journal of international financial markets, institutions & money
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of macroeconomics
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
European economic review : EER
24
Journal of economic behavior & organization : JEBO
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Working paper / National Bureau of Economic Research, Inc.
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Emerging markets, finance and trade : EMFT
19
Open economies review
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International journal of economics and finance
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International journal of finance & economics : IJFE
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1
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
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2
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
3
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
4
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
5
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
6
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:
7
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
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8
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
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9
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:
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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