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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~subject:"Börsenkurs"
~subject:"Volatility"
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Prognoseverfahren
Börsenkurs
Volatility
Bayes-Statistik
30
Bayesian inference
30
Estimation
13
Schätzung
13
Theorie
7
Theory
7
VAR model
7
VAR-Modell
7
Forecasting model
6
Volatilität
5
Bayesian model averaging
4
Dynamic equilibrium
4
Dynamisches Gleichgewicht
4
ARCH model
3
ARCH-Modell
3
China
3
Coronavirus
3
DSGE model
3
DSGE-Modell
3
Immobilienpreis
3
Real estate price
3
Schock
3
Share price
3
Shock
3
Technical efficiency
3
Technische Effizienz
3
Time series analysis
3
USA
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United States
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Zeitreihenanalyse
3
Arbeitslosigkeit
2
Bayesian estimation
2
COVID-19
2
Credit default swaps
2
Credit derivative
2
Credit risk
2
DSGE
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English
11
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Beyer, Robert
1
Cabrera, Gustavo
1
Coronado, Semei
1
Dufitinema, Josephine
1
Ferrer, Román
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Jammazi, Rania
1
Jiang, Yuanying
1
Langcake, Sean
1
Ma, Xiyuan
1
Madhou, Ashwin
1
Milivojević, Lazar
1
Moosa, Imad A.
1
Nong, Hao
1
Ramiah, Vikash
1
Rewat Khanthaporn
1
Robinson, Tim
1
Rojas, Omar
1
Romero, Rafael
1
Sewak, Tayushma
1
Shahzad, Syed Jawad Hussain
1
Soave, Gian Paulo
1
Wichitaksorn, Nuttanan
1
Wohar, Mark E.
1
Wu, Xianghua
1
Yin, Libo
1
Çepni, Oğuzhan
1
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Applied economics
International journal of forecasting
78
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Journal of forecasting
21
Discussion papers / CEPR
20
Energy economics
20
Economic modelling
17
Computational economics
14
Discussion paper / Centre for Economic Policy Research
14
Econometric reviews
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
11
Economics letters
10
Journal of international money and finance
10
Finance research letters
9
Insurance / Mathematics & economics
9
Journal of economic dynamics & control
9
Quantitative finance
9
Journal of applied econometrics
8
Journal of macroeconomics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of empirical finance
7
Applied economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
International review of economics & finance : IREF
5
International review of financial analysis
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
International journal of production research
4
Journal of monetary economics
4
Journal of quantitative economics
4
Scandinavian actuarial journal
4
Astin bulletin : the journal of the International Actuarial Association
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of production economics
3
Journal of banking & finance
3
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ECONIS (ZBW)
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1
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
2
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
3
A dual perspective inflation analysis of China with large dimensional data : an application of large VARs model
Nong, Hao
;
Wu, Xianghua
;
Jiang, Yuanying
- In:
Applied economics
55
(
2023
)
50
,
pp. 5939-5955
Persistent link: https://www.econbiz.de/10014335840
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
Stochastic volatility forecasting of the Finnish housing market
Dufitinema, Josephine
- In:
Applied economics
53
(
2021
)
1
,
pp. 98-114
Persistent link: https://www.econbiz.de/10012416026
Saved in:
6
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
7
Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Yin, Libo
;
Ma, Xiyuan
- In:
Applied economics
52
(
2020
)
11
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10012197521
Saved in:
8
Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
;
Hammoudeh, …
- In:
Applied economics
50
(
2018
)
49
,
pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
Saved in:
9
Forecasting the Australian economy with DSGE and BVAR models
Langcake, Sean
;
Robinson, Tim
- In:
Applied economics
50
(
2018
)
3
,
pp. 251-267
Persistent link: https://www.econbiz.de/10011846812
Saved in:
10
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
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