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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Härdle, Wolfgang"
~person:"Pan, Zhiyuan"
~person:"Pesaran, M. Hashem"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Prognoseverfahren
Estimation
73
Schätzung
73
Theorie
31
Theory
31
Forecasting model
29
USA
18
United States
18
Time series analysis
15
Zeitreihenanalyse
15
Volatility
14
Volatilität
14
Estimation theory
12
Schätztheorie
12
VAR model
12
VAR-Modell
12
Börsenkurs
11
Capital income
11
Kapitaleinkommen
11
Share price
11
Welt
11
World
11
Factor analysis
8
Faktorenanalyse
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Aktienmarkt
7
Stock market
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ARCH model
6
ARCH-Modell
6
Cointegration
6
Deutschland
6
Economic forecast
6
Germany
6
Kointegration
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Wirtschaftsprognose
6
Großbritannien
5
Impact assessment
5
Macroeconometrics
5
Makroökonometrie
5
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2
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Article
29
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Aufsatz in Zeitschrift
Arbeitspapier
41
Working Paper
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37
Non-commercial literature
37
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English
29
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Swanson, Norman R.
Härdle, Wolfgang
Pan, Zhiyuan
Pesaran, M. Hashem
Gupta, Rangan
62
Ma, Feng
29
Pierdzioch, Christian
28
Zaremba, Adam
26
McMillan, David G.
24
Wang, Yudong
22
Zhang, Yaojie
21
Narayan, Paresh Kumar
19
Nonejad, Nima
15
Wohar, Mark E.
15
Balcilar, Mehmet
14
Salisu, Afees A.
13
Wei, Yu
13
Moosa, Imad A.
12
Kumar, Dilip
11
Marcellino, Massimiliano
11
Westerlund, Joakim
10
Bollerslev, Tim
9
Demirer, Rıza
9
Long, Huaigang
9
Siliverstovs, Boriss
9
Wu, Xinyu
9
Liu, Li
8
Lu, Xinjie
8
McAleer, Michael
8
Zhou, Guofu
8
Dai, Zhifeng
7
Döpke, Jörg
7
Ghysels, Eric
7
Guidolin, Massimo
7
Herwartz, Helmut
7
Jawadi, Fredj
7
Kim, Jae H.
7
Li, Bin
7
Maio, Paulo
7
Timmermann, Allan
7
Yin, Libo
7
Andersen, Torben
6
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Journal of empirical finance
5
International journal of forecasting
3
Economic modelling
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of the American Statistical Association : JASA
1
Pacific-Basin finance journal
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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The review of economics and statistics
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ECONIS (ZBW)
29
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
3
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
4
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
5
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
6
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
7
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
8
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
Saved in:
9
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
10
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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