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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~subject:"VAR model"
~subject:"Volatilität"
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VAR model
Volatilität
Forecasting model
1,646
Prognoseverfahren
1,646
Theorie
764
Theory
764
Time series analysis
475
Zeitreihenanalyse
475
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316
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309
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Pesaran, M. Hashem
9
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4
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4
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CREATES research paper
International journal of forecasting
Journal of forecasting
149
Energy economics
121
Finance research letters
97
Economic modelling
76
Applied economics
72
International review of financial analysis
70
Journal of econometrics
70
International review of economics & finance : IREF
62
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
60
Working paper
57
Journal of banking & finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper series / European Central Bank
38
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35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
The journal of futures markets
34
The European journal of finance
33
Discussion paper / Tinbergen Institute
32
Quantitative finance
32
Applied financial economics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of international financial markets, institutions & money
28
International journal of finance & economics : IJFE
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CAMA working paper series
26
Journal of financial econometrics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of financial economics
25
NBER Working Paper
25
Journal of risk and financial management : JRFM
24
Pacific-Basin finance journal
24
Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
220
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1
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
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:
4
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
5
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
6
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
7
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
8
Assessing the uncertainty in central banks' inflation outlooks
Knüppel, Malte
;
Schultefrankenfeld, Guido
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1748-1769
Persistent link: https://www.econbiz.de/10012305527
Saved in:
9
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
10
Bayesian VAR forecasts, survey information, and structural change in the euro area
Ganics, Gergely
;
Odendahl, Florens
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 971-999
Persistent link: https://www.econbiz.de/10012794772
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