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subject:"Schock"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~subject:"Exchange rate"
~subject:"Forecasting model"
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Schock
Volatilität
Exchange rate
Forecasting model
Estimation
117
Schätzung
117
Prognoseverfahren
106
Theorie
56
Theory
56
Time series analysis
50
Zeitreihenanalyse
50
Volatility
36
Capital income
28
Kapitaleinkommen
28
ARCH model
21
ARCH-Modell
21
Forecast
19
Prognose
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17
Estimation theory
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Forecasting
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Regression analysis
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Regressionsanalyse
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Schätztheorie
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16
Bayesian inference
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Factor analysis
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Faktorenanalyse
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Risikomaß
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Risk measure
13
Share price
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Wechselkurs
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Realized volatility
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108
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108
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English
108
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Huber, Florian
3
Koopman, Siem Jan
3
Athanasopoulos, George
2
Blasques, Francisco
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
Guérin, Pierre
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Klein, Tony
2
Lucas, André
2
Proietti, Tommaso
2
Vahid, Farshid
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Andreini, Paolo
1
Asai, Manabu
1
Audrino, Francesco
1
Ball, Laurence M.
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bańbura, Marta
1
Bekierman, Jeremias
1
Bernardini, Emmanuela
1
Bluedorn, John Christopher
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1
Bokun, Kathryn O.
1
Borms, Samuel
1
Borup, Daniel
1
Boudt, Kris
1
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1
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1
Canale, Antonio
1
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International journal of forecasting
Finance research letters
218
Energy economics
188
Discussion paper / Centre for Economic Policy Research
166
Economic modelling
158
Applied economics
156
International review of economics & finance : IREF
151
The North American journal of economics and finance : a journal of financial economics studies
124
International review of financial analysis
123
Discussion papers / CEPR
120
Journal of international money and finance
109
Journal of econometrics
106
Economics letters
99
Journal of banking & finance
90
Applied economics letters
89
Journal of empirical finance
82
Research in international business and finance
78
Journal of international financial markets, institutions & money
75
Working paper / National Bureau of Economic Research, Inc.
70
Journal of economic dynamics & control
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of financial economics
59
Journal of macroeconomics
52
Pacific-Basin finance journal
52
International journal of finance & economics : IJFE
46
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of forecasting
43
The European journal of finance
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Quantitative finance
42
Macroeconomic dynamics
40
Journal of financial markets
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of financial econometrics
32
Journal of international economics
32
Open economies review
32
European economic review : EER
31
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ECONIS (ZBW)
108
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108
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1
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
2
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
3
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
7
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
10
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
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