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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~person:"McCracken, Michael W."
~person:"McMillan, David G."
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Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
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Volatility
3
Volatilität
3
Capital income
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Bollerslev, Tim
McCracken, Michael W.
McMillan, David G.
Diebold, Francis X.
14
Schorfheide, Frank
8
Watson, Mark W.
8
Chinn, Menzie David
7
Stock, James H.
7
Wolfers, Justin
6
Zarnowitz, Victor
5
Zitzewitz, Eric
5
Bekaert, Geert
4
Campbell, John Y.
4
Cecchetti, Stephen G.
4
Cheung, Yin-Wong
4
Lamont, Owen A.
4
Andersen, Torben
3
Boudoukh, Jacob
3
Christoffersen, Peter F.
3
Engle, Robert F.
3
Ghysels, Eric
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Kane, Alex
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Ng, Serena
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Richardson, Matthew
3
Santa-Clara, Pedro
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Shiller, Robert J.
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Shin, Minchul
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Song, Dongho
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Whitelaw, Robert F.
3
Wright, Jonathan H.
3
Ang, Andrew
2
Aruoba, S. Borağan
2
Bajari, Patrick L.
2
Bansal, Ravi
2
Barsky, Robert B.
2
Bernanke, Ben
2
Bernheim, Bert Douglas
2
Boivin, Jean
2
Brandt, Michael W.
2
Bryan, Michael F.
2
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Working paper / National Bureau of Economic Research, Inc.
Working paper
32
Journal of econometrics
12
FRB St. Louis Working Paper
10
Research working papers / Federal Reserve Bank of Kansas City
7
FRB of St. Louis Working Paper
6
Journal of applied econometrics
6
Applied financial economics
5
CREATES research paper
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Federal Reserve Bank of Cleveland working paper series
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Finance and economics discussion series
5
Federal Reserve Bank of St. Louis Working Paper
4
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
NBER working paper series
4
CFS working paper series
3
FRB of Cleveland Working Paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
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NBER Working Paper
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Oxford bulletin of economics and statistics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The European journal of finance
2
The Manchester School
2
The journal of asset management
2
Working papers series / Manchester Business School
2
A companion to economic forecasting
1
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ECONIS (ZBW)
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
2
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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