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subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
~subject:"Wirtschaftswachstum"
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Volatility
Großbritannien
Prognoseverfahren
Wirtschaftswachstum
Estimation
143
Schätzung
143
Forecasting model
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
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Volatilität
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Estimation theory
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Forecast
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Prognose
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forecasting
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VAR-Modell
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Chan, Ngai Hang
3
Gupta, Rangan
3
Cepni, Oguzhan
2
Karathanasopoulos, Andreas
2
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2
Pierdzioch, Christian
2
Schumacher, Christian
2
Ullah, Wali
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Wang, Yudong
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Abdullah, Mat Yusoff
1
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1
An, Yang
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1
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1
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1
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1
Bekiros, Stelios D.
1
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1
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1
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1
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1
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Bonato, Matteo
1
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Journal of forecasting
Applied economics
405
Discussion paper series / IZA
313
Working paper / National Bureau of Economic Research, Inc.
281
Economic modelling
266
Discussion paper / Centre for Economic Policy Research
262
NBER working paper series
259
NBER Working Paper
246
CESifo working papers
229
Applied economics letters
224
Energy economics
218
Finance research letters
191
Working paper
182
International review of economics & finance : IREF
180
Economics letters
161
International journal of forecasting
159
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
Journal of banking & finance
153
International review of financial analysis
152
Journal of econometrics
151
Applied financial economics
141
Journal of empirical finance
135
Journal of international money and finance
135
The North American journal of economics and finance : a journal of financial economics studies
131
IZA Discussion Paper
127
Discussion paper
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
International Journal of Energy Economics and Policy : IJEEP
113
Discussion paper / Tinbergen Institute
106
Journal of international financial markets, institutions & money
100
Research in international business and finance
98
International journal of economics and financial issues : IJEFI
97
International journal of economics and finance
89
Journal of risk and financial management : JRFM
89
International journal of finance & economics : IJFE
88
Journal of financial economics
88
The European journal of finance
88
The empirical economics letters : a monthly international journal of economics
88
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85
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ECONIS (ZBW)
115
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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
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
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:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
6
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:
7
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:
8
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
9
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
10
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
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