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subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Frühindikator"
~subject:"Inflation"
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Volatilität
Frühindikator
Inflation
Estimation
644
Schätzung
639
Theorie
253
Theory
253
Estimation theory
237
Schätztheorie
237
Forecasting model
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Todorov, Viktor
13
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8
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5
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5
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4
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2
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2
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International journal of forecasting
Journal of econometrics
Applied economics
195
Economic modelling
168
Energy economics
153
International review of economics & finance : IREF
139
Finance research letters
125
Applied economics letters
117
CESifo working papers
117
NBER working paper series
114
The North American journal of economics and finance : a journal of financial economics studies
114
Economics letters
109
Working paper / National Bureau of Economic Research, Inc.
109
Working paper
108
International review of financial analysis
106
NBER Working Paper
105
Journal of international money and finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of banking & finance
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Applied financial economics
86
Journal of empirical finance
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Research in international business and finance
76
Journal of international financial markets, institutions & money
71
Discussion paper / Tinbergen Institute
65
Journal of risk and financial management : JRFM
62
The journal of futures markets
60
Discussion paper
58
International journal of finance & economics : IJFE
57
International journal of economics and financial issues : IJEFI
56
Discussion papers / CEPR
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of macroeconomics
53
Finance and economics discussion series
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and finance
48
The European journal of finance
47
Journal of economic dynamics & control
46
Journal of forecasting
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ECONIS (ZBW)
187
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187
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
9
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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