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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Prognoseverfahren
126
Volatility
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
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103
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92
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92
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91
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72
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72
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68
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Arbeitspapier
Bibliographie enthalten
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230
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English
230
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Swanson, Norman R.
6
Schorfheide, Frank
5
Timmermann, Allan
5
Hallin, Marc
4
Koop, Gary
4
Maheu, John M.
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Clark, Todd E.
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Fan, Jianqing
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hong, Yongmiao
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
Pettenuzzo, Davide
3
Taylor, Robert
3
West, Kenneth D.
3
Xiu, Dacheng
3
Yu, Jun
3
Zhang, Xinyu
3
Banerjee, Anindya
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
688
Journal of forecasting
442
Working paper / National Bureau of Economic Research, Inc.
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Discussion paper / Centre for Economic Policy Research
163
Discussion paper / Tinbergen Institute
160
Journal of banking & finance
155
Economics letters
154
Economic modelling
137
Journal of empirical finance
126
European journal of operational research : EJOR
122
Finance research letters
120
Applied economics
117
Computational economics
117
Working paper
114
Energy economics
113
Journal of economic dynamics & control
110
Journal of financial economics
98
Journal of international money and finance
98
Applied economics letters
97
International review of financial analysis
94
The European journal of finance
91
Journal of applied econometrics
88
International journal of theoretical and applied finance
87
Risks : open access journal
83
Econometric reviews
82
The review of financial studies
82
International review of economics & finance : IREF
81
CESifo working papers
80
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Quantitative finance
79
Technological forecasting & social change : an international journal
76
CREATES research paper
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The North American journal of economics and finance : a journal of financial economics studies
74
Research paper series / Swiss Finance Institute
72
SFB 649 discussion paper
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
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ECONIS (ZBW)
230
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1
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10
of
230
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1
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:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
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:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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