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~source:"econis"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Marktinformation"
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Volatility
Prognoseverfahren
6,989
Forecasting model
6,985
Theorie
3,627
Theory
3,627
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2,497
Forecast
2,425
Inflation targeting
2,165
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2,165
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1,779
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1,769
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1,643
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1,642
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1,610
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1,607
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1,515
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1,514
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1,323
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1,319
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951
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755
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755
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705
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648
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55
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Gupta, Rangan
38
McAleer, Michael
32
Bollerslev, Tim
19
Lux, Thomas
17
Diebold, Francis X.
16
Clements, Adam
14
Pierdzioch, Christian
14
Clark, Todd E.
13
Asai, Manabu
12
Carriero, Andrea
12
Marcellino, Massimiliano
12
Andersen, Torben
11
Christoffersen, Peter F.
11
Caporin, Massimiliano
10
Dijk, Dick van
10
Medeiros, Marcelo C.
10
Salisu, Afees A.
10
Bonato, Matteo
9
Koopman, Siem Jan
9
Baumeister, Christiane
8
Martin, Gael M.
7
Ҫepni, Oğuzhan
7
Allen, David E.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Ravazzolo, Francesco
6
Bauwens, Luc
5
Delle Monache, Davide
5
Gallo, Giampiero M.
5
Karmakar, Sayar
5
Liao, Yin
5
Martin, Ian
5
Mertens, Elmar
5
Mittnik, Stefan
5
Nason, James Michael
5
Patton, Andrew J.
5
Pesaran, M. Hashem
5
Petrella, Ivan
5
Raunig, Burkhard
5
Rubio-Ramírez, Juan Francisco
5
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3
The Wharton Financial Institutions Center
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
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Rodney L. White Center for Financial Research
2
Svenska Handelshögskolan <Helsinki>
2
University of Canterbury / Dept. of Economics and Finance
2
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Instituto Valenciano de Investigaciones Económicas
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
32
Working paper
31
Discussion paper / Tinbergen Institute
30
Working paper / National Bureau of Economic Research, Inc.
22
CREATES research paper
17
Finance and economics discussion series
16
Discussion paper / Centre for Economic Policy Research
15
Econometric Institute research papers
13
NCER working paper series
13
CFS working paper series
12
Working papers
12
Discussion papers / CEPR
10
Working paper series / European Central Bank
10
IES working paper
9
Research paper series / Swiss Finance Institute
9
SFB 649 discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers on finance
9
CESifo working papers
8
Economics working paper
8
Federal Reserve Bank of Cleveland working paper series
8
ECARES working paper
6
Finmap working paper
6
Working papers / Financial Institutions Center
6
CAMA working paper series
5
Discussion paper
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Kiel working paper
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Staff reports / Federal Reserve Bank of New York
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Staff working paper / Bank of Canada
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Swiss Finance Institute Research Paper
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Working papers / Bank for International Settlements
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CAMP working paper series
4
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4
Discussion papers in economics
4
ERID working paper
4
FEDS Working Paper
4
International finance discussion papers
4
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
4
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ECONIS (ZBW)
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1
The role of comovement and time-varying dynamics in forecasting commodity prices
Allayioti, Anastasia
;
Venditti, Fabrizio
-
2024
forecast
accuracy are small, with predictability varying substantially across
forecast
horizons and commodity indices, but they …
Persistent link: https://www.econbiz.de/10014486704
Saved in:
2
Time-varying macroeconomic
forecast
uncertainty : Sweden and the Covid-19 pandemic
Ankargren, Sebastian
-
2020
Persistent link: https://www.econbiz.de/10012318297
Saved in:
3
Forecasting VIX: the illusion of
forecast
evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
4
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
Growth at risk :
forecast
distribution of GDP growth in Israel
Gurkov, Michael
;
Zohar, Osnat
-
2022
Persistent link: https://www.econbiz.de/10014338732
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
8
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
9
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
10
Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
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