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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Konjunktur"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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EU-Staaten
Volatility
Konjunktur
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Volatilität
28
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24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
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16
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forecasting
14
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9
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9
Leading indicator
9
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9
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English
40
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Gupta, Rangan
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Bikker, Jacob A.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Boysen-Hogrefe, Jens
1
Buchen, Teresa
1
Buss, Ginters
1
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1
Chen, Langnan
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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
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Fei, Tianlun
1
Feng, Yuqing
1
Fischer, Henning
1
Gordon, Stephen F.
1
Granger, C. W. J.
1
Groß-Klußmann, Axel
1
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1
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1
Koubaa, Yosra
1
Leppin, Julian Sebastian
1
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1
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1
Lin, Kuo-Chin
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Journal of forecasting
Applied economics
256
Economic modelling
243
Applied economics letters
176
Energy economics
172
International review of economics & finance : IREF
150
Finance research letters
136
Economics letters
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
International review of financial analysis
119
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of international money and finance
116
Journal of banking & finance
115
Journal of econometrics
111
Journal of empirical finance
91
Journal of international financial markets, institutions & money
89
Applied financial economics
85
Journal of economic dynamics & control
79
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of macroeconomics
69
International journal of finance & economics : IJFE
65
European economic review : EER
64
Journal of risk and financial management : JRFM
63
The European journal of finance
63
International journal of forecasting
62
The journal of futures markets
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Empirica : journal of european economics
56
Macroeconomic dynamics
54
Journal of monetary economics
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Journal of financial economics
47
Journal of applied econometrics
45
Empirical economics : a quarterly journal of the Institute for Advanced Studies
44
International journal of economics and finance
44
International Journal of Energy Economics and Policy : IJEEP
42
Journal of money, credit and banking : JMCB
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Open economies review
39
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ECONIS (ZBW)
40
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
9
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
10
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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