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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"McMillan, David G."
~person:"Schumacher, Christian"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Schätzung
145
Estimation
143
Forecasting model
85
Capital income
50
Kapitaleinkommen
50
Theorie
44
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44
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41
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41
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41
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forecasting
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Swanson, Norman R.
McMillan, David G.
Schumacher, Christian
Gupta, Rangan
122
McAleer, Michael
95
Pierdzioch, Christian
75
Caporale, Guglielmo Maria
59
Marcellino, Massimiliano
58
Bollerslev, Tim
49
Härdle, Wolfgang
46
Diebold, Francis X.
43
Herwartz, Helmut
43
Döpke, Jörg
41
Pesaran, M. Hashem
41
Hautsch, Nikolaus
39
Koopman, Siem Jan
38
Belke, Ansgar
36
Ma, Feng
35
Todorov, Viktor
35
Wohar, Mark E.
34
Bahmani-Oskooee, Mohsen
33
Bouri, Elie
33
Timmermann, Allan
32
Balcilar, Mehmet
31
Chang, Chia-Lin
31
Cheung, Yin-Wong
31
Zaremba, Adam
31
Clark, Todd E.
30
Asai, Manabu
29
Narayan, Paresh Kumar
29
Gil-Alaña, Luis A.
27
Huber, Florian
27
Wang, Yudong
27
Caporin, Massimiliano
26
Engle, Robert F.
26
Franses, Philip Hans
26
Ghysels, Eric
25
Schorfheide, Frank
25
Guidolin, Massimo
24
Kilian, Lutz
24
Mumtaz, Haroon
24
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Applied financial economics
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4
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4
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of forecasting
3
Finance research letters
2
International review of applied economics
2
Jahrbücher für Nationalökonomie und Statistik
2
Recent advances in estimating nonlinear models : with applications in economics and finance
2
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91
Non-ferrous metals price volatility : a component analysis
McMillan, David G.
;
Speight, Alan E. H.
- In:
Resources policy
27
(
2001
)
3
,
pp. 199-207
Persistent link: https://www.econbiz.de/10001653583
Saved in:
92
Non-ferrous metals price volatility : a component analysis of daily LME settlement price data
McMillan, David G.
;
Speight, Alan E. H.
-
2001
Persistent link: https://www.econbiz.de/10001609654
Saved in:
93
Forecasting trend output in the Euro area
Schumacher, Christian
-
2000
Persistent link: https://www.econbiz.de/10001535020
Saved in:
94
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
95
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Swanson, Norman R.
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 540-550
Persistent link: https://www.econbiz.de/10001229897
Saved in:
96
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
97
Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian
(
contributor
);
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
Saved in:
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