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type_genre:"Article in journal"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
~type_genre:"Reprint"
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Prognoseverfahren
USA
Volatility
Theory
361,938
Theorie
361,821
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19,470
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Diebold, Francis X.
96
Franses, Philip Hans
83
Marcellino, Massimiliano
83
Timmermann, Allan
82
Koopman, Siem Jan
68
Clark, Todd E.
65
Heckman, James J.
65
Härdle, Wolfgang
63
McAleer, Michael
63
Gupta, Rangan
62
Bollerslev, Tim
61
Acemoglu, Daron
56
Hyndman, Rob J.
54
Clements, Michael P.
52
Koop, Gary
51
Pesaran, M. Hashem
51
Swanson, Norman R.
51
Caporale, Guglielmo Maria
50
Pierdzioch, Christian
49
Kilian, Lutz
47
Dijk, Herman K. van
46
Christiano, Lawrence J.
45
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44
Caballero, Ricardo J.
43
Glaeser, Edward L.
43
Gil-Alaña, Luis A.
42
Hendry, David F.
42
Ravazzolo, Francesco
42
Herwartz, Helmut
41
Hautsch, Nikolaus
40
Andersen, Torben
38
Dijk, Dick van
38
Lucas, André
37
Lux, Thomas
37
Engle, Robert F.
36
Greenwood, Jeremy
36
Bekaert, Geert
35
Kehoe, Patrick J.
35
Lütkepohl, Helmut
35
Granger, C. W. J.
34
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National Bureau of Economic Research
32
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26
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25
Federal Reserve Bank of St. Louis
19
Forschungsinstitut zur Zukunft der Arbeit
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Robert Schuman Centre for Advanced Studies
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Massachusetts Institute of Technology / Department of Economics
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Rutgers University / Department of Economics
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Universität Mannheim
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6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Zakład Teorii Prognoz <Krakau>
6
Brown University / Department of Economics
5
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Working paper / National Bureau of Economic Research, Inc.
1,412
International journal of forecasting
699
Discussion paper / Centre for Economic Policy Research
458
Journal of forecasting
458
European journal of operational research : EJOR
445
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
335
Economics letters
319
The American economic review
308
Journal of econometrics
305
Working paper
290
Journal of banking & finance
270
Applied economics
266
The review of financial studies
265
The review of economics and statistics
246
The journal of finance : the journal of the American Finance Association
244
American journal of agricultural economics
242
Computers & operations research : and their applications to problems of world concern ; an international journal
232
Journal of monetary economics
230
Journal of financial economics
213
CESifo working papers
207
Discussion paper / Tinbergen Institute
203
Journal of economic dynamics & control
203
Economic modelling
192
Journal of political economy
192
Applied economics letters
186
International journal of production research
186
Finance and economics discussion series
184
Discussion paper series / IZA
180
Journal of money, credit and banking : JMCB
170
Journal of international money and finance
168
Journal of applied econometrics
167
Energy economics
162
Journal of empirical finance
157
Journal of macroeconomics
157
Economic inquiry : journal of the Western Economic Association International
146
Southern economic journal
146
International journal of production economics
141
The journal of futures markets
141
Management science : journal of the Institute for Operations Research and the Management Sciences
139
Computational economics
134
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ECONIS (ZBW)
39,333
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
3
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
4
Risk aversion and favourite-longshot bias in a competitive fixed-odds betting market
Whelan, Karl
- In:
Economica
91
(
2024
)
361
,
pp. 188-209
Persistent link: https://www.econbiz.de/10014438599
Saved in:
5
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
6
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
7
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor
-
2024
Recent survey evidence suggests that investors form beliefs about future stock returns by predominantly extrapolating their own experience: They overweight returns they have personally experienced while underweighting returns from earlier years and consequently expect high (low) stock market...
Persistent link: https://www.econbiz.de/10014490050
Saved in:
10
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
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