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Forecasting Realized Volatilit...
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Volatility
340
Volatilität
340
Forecasting model
299
Prognoseverfahren
299
Theorie
250
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250
Estimation theory
217
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217
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Bollerslev, Tim
21
Todorov, Viktor
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Tauchen, George Eugene
16
Timmermann, Allan
16
Andersen, Torben
15
Aït-Sahalia, Yacine
15
Diebold, Francis X.
13
Patton, Andrew J.
13
Mykland, Per A.
12
Swanson, Norman R.
12
Taylor, Robert
11
Ghysels, Eric
10
Linton, Oliver
10
McAleer, Michael
10
Xiu, Dacheng
10
Clark, Todd E.
9
Corradi, Valentina
9
Koopman, Siem Jan
8
Li, Jia
8
Meddahi, Nour
8
Shephard, Neil G.
8
Zhang, Lan
8
Dijk, Herman K. van
7
Kim, Donggyu
7
Li, Yingying
7
Schorfheide, Frank
7
Cavaliere, Giuseppe
6
Elliott, Graham
6
Fan, Jianqing
6
Maheu, John M.
6
McCracken, Michael W.
6
Asai, Manabu
5
Carriero, Andrea
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Hong, Yongmiao
5
Lee, Ji Hyung
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
MPRA Paper
2,294
International journal of forecasting
1,686
Voprosy ėkonomiki : ordena trudovogo krasnogo znameni ežemesjačnyj žurnal ; Vserossijskoe ėkonomičeskoe izdanie
1,610
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
1,432
Problems of economic transition
1,189
NBER working paper series
1,089
Journal of forecasting
1,070
Energy economics
990
Ėkonomist : ežemesjačnyj naučno-praktičeskij žurnal
985
Finance research letters
975
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880
NBER Working Paper
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ECB Working Paper
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834
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Applied economics
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CESifo Working Paper
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International review of financial analysis
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Obščestvo i ėkonomika : meždunarodnyj naučnyj i obščestvenno-političeskij žurnal ; žurnal učrežden akademijami nauk - učastnikam Meždunarodnaja Associacija Akademij Nauk
597
CEPR Discussion Papers
592
Discussion paper / Tinbergen Institute
578
Discussion paper / Centre for Economic Policy Research
577
Economic modelling
566
Journal of banking & finance
556
International review of economics & finance : IREF
535
Higher School of Economics Research Paper
526
Applied economics letters
499
Economics letters
488
IZA Discussion Papers
468
Working paper series / European Central Bank
463
Mirovaja ėkonomika i meždunarodnye otnošenija : MĖMO
458
The journal of futures markets
453
CESifo Working Paper Series
450
The North American journal of economics and finance : a journal of financial economics studies
444
NBER Working Papers
442
Tinbergen Institute Discussion Paper
438
Journal of empirical finance
422
International Journal of Energy Economics and Policy : IJEEP
417
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ECONIS (ZBW)
595
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1
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
2
When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Göbel, Maximilian
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
Saved in:
3
A panel data approach to economic forecasting : the bias-corrected average
forecast
Issler, João Victor
;
Lima, Luiz Renato
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10003892734
Saved in:
4
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
5
Determining the MSE-optimal cross section to
forecast
Arbués, Ignacio
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009764428
Saved in:
6
Forecasting inflation using commodity price aggregates
Chen, Yu-chin
;
Turnovsky, Stephen J.
;
Zivot, Eric
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
Saved in:
7
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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8
Theory-coherent forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
Saved in:
9
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
10
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
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