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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Prognoseverfahren
Volatility
USA
1,865
United States
1,859
Estimation
392
Schätzung
392
Theorie
363
Theory
363
Konjunktur
157
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143
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Marcellino, Massimiliano
9
Lettau, Martin
7
Timmermann, Allan
6
Giannone, Domenico
5
Kilian, Lutz
5
Ludvigson, Sydney C.
5
Sarno, Lucio
5
Ghysels, Eric
4
Valente, Giorgio
4
Bianchi, Francesco
3
Fernández-Villaverde, Jesús
3
Gambetti, Luca
3
Guerrón-Quintana, Pablo A.
3
Massa, Massimo
3
Reichlin, Lucrezia
3
Rossi, Barbara
3
Rubio-Ramírez, Juan Francisco
3
Andreou, Elena
2
Antolin-Diaz, Juan
2
Ball, Ryan
2
Baumeister, Christiane
2
Benk, Szilárd
2
Broer, Tobias
2
Campbell, John Y.
2
Carriero, Andrea
2
Clark, Todd E.
2
Forni, Mario
2
Gadea, María Dolores
2
Galí, Jordi
2
Gargano, Antonio
2
Gillman, Max
2
Guérin, Pierre
2
Hardouvelis, Gikas A.
2
Inoue, Atsushi
2
Kejak, Michal
2
Lippi, Marco
2
Nieuwerburgh, Stijn van
2
Orphanides, Athanasios
2
Perri, Fabrizio
2
Petrella, Ivan
2
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Discussion paper / Centre for Economic Policy Research
Working paper / National Bureau of Economic Research, Inc.
252
The review of financial studies
148
The journal of futures markets
147
International journal of forecasting
116
The journal of finance : the journal of the American Finance Association
79
Journal of banking & finance
75
Applied financial economics
69
Working paper
69
Applied economics
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of forecasting
65
Journal of financial and quantitative analysis : JFQA
64
Journal of money, credit and banking : JMCB
63
The review of economics and statistics
58
Finance and economics discussion series
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Energy economics
55
The North American journal of economics and finance : a journal of financial economics studies
54
Economics letters
53
Journal of empirical finance
50
International review of financial analysis
46
Journal of financial economics
44
Economic review
43
Journal of economics & business
42
Economic modelling
41
Journal of applied econometrics
41
NBER working paper series
39
International finance discussion papers
38
International review of economics & finance : IREF
37
Finance research letters
36
The journal of real estate finance and economics
36
The American economic review
35
Applied economics letters
34
CESifo working papers
33
Discussion paper / Tinbergen Institute
33
Econometric Institute research papers
33
Journal of econometrics
33
Review / Federal Reserve Bank of St. Louis
33
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33
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ECONIS (ZBW)
124
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1
Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.
;
Tsiritakis, Emmanuel D.
-
1996
Persistent link: https://www.econbiz.de/10000940135
Saved in:
2
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
3
Endogenous market thinness and stock price volatility
Pagano, Marco
-
1986
Persistent link: https://www.econbiz.de/10000705299
Saved in:
4
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
5
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
6
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
7
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
8
Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2016
Persistent link: https://www.econbiz.de/10011524322
Saved in:
9
Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias
;
Crump, Richard K.
;
Vogt, Erik
-
2016
Persistent link: https://www.econbiz.de/10011524447
Saved in:
10
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
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