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~subject:"Forecasting model"
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Forecasting model
Kapitaleinkommen
40,982
Capital income
40,886
Theorie
17,875
Theory
17,686
Börsenkurs
13,568
Share price
13,533
Portfolio-Management
10,029
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10,010
Statistische Verteilung
8,845
Statistical distribution
8,634
Schätzung
8,407
Estimation
8,343
Volatilität
7,976
Volatility
7,926
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7,305
Aktienmarkt
7,181
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7,140
Monte-Carlo-Simulation
6,707
Prognoseverfahren
6,028
USA
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United States
5,765
CAPM
5,658
Schätztheorie
5,386
Estimation theory
5,340
Anlageverhalten
5,296
Behavioural finance
5,285
Risk
4,557
Risiko
4,514
Investmentfonds
3,514
Investment Fund
3,508
Welt
3,421
World
3,390
Risikoprämie
3,158
Zeitreihenanalyse
3,149
Risk premium
3,145
Time series analysis
3,117
Kapitalmarktrendite
3,044
Capital market returns
3,043
ARCH-Modell
2,789
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2,480
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128
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English
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German
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French
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Author
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Gupta, Rangan
97
Dijk, Herman K. van
59
McMillan, David G.
59
Ravazzolo, Francesco
57
Pierdzioch, Christian
52
Timmermann, Allan
47
Diebold, Francis X.
37
Wohar, Mark E.
37
Casarin, Roberto
36
Guidolin, Massimo
36
Mitchell, James
35
Wang, Yudong
35
Zaremba, Adam
34
Zhang, Yaojie
32
Dijk, Dick van
30
Ma, Feng
30
Narayan, Paresh Kumar
30
Zhou, Guofu
30
Bollerslev, Tim
28
Grassi, Stefano
26
Pesaran, M. Hashem
25
Bouri, Elie
24
McAleer, Michael
24
Salisu, Afees A.
22
Rossi, Barbara
20
Jiang, Fuwei
19
Lux, Thomas
19
Aastveit, Knut Are
18
Clark, Todd E.
18
Hoogerheide, Lennart
18
Koopman, Siem Jan
18
Tamoni, Andrea
18
Cakici, Nusret
17
Huber, Florian
17
Nonejad, Nima
17
Ardia, David
16
Clements, Michael P.
16
Pettenuzzo, Davide
16
Andersen, Torben
15
Ghysels, Eric
15
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National Bureau of Economic Research
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Birkbeck College / Department of Economics
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Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel
2
Federal Reserve Bank of Cleveland
2
Institute of Finance and Accounting <London>
2
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Economic Policy Research
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European Central Bank
1
European University Institute / Department of Economics
1
Federal Reserve Bank of New York
1
IGI Global
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Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Instituto Valenciano de Investigaciones Económicas
1
Internationaler Währungsfonds / European Department <2>
1
Technische Universität Dresden
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
University of Warwick / Department of Economics
1
Universität Konstanz
1
Victoria University of Wellington / School of Economics and Finance
1
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Published in...
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International journal of forecasting
174
Finance research letters
149
Journal of forecasting
135
Journal of empirical finance
110
Journal of banking & finance
103
Journal of financial economics
98
International review of financial analysis
86
Journal of econometrics
82
International review of economics & finance : IREF
74
Discussion paper / Tinbergen Institute
65
Pacific-Basin finance journal
61
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Energy economics
52
Economic modelling
50
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Applied economics
47
The European journal of finance
46
NBER working paper series
44
Quantitative finance
41
Applied economics letters
37
NBER Working Paper
37
Economics letters
34
Journal of financial markets
34
Research paper series / Swiss Finance Institute
34
Working paper
34
The review of financial studies
32
Working paper / National Bureau of Economic Research, Inc.
31
Journal of applied econometrics
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Applied financial economics
29
Journal of risk and financial management : JRFM
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Journal of international financial markets, institutions & money
28
Finance and economics discussion series
26
Research in international business and finance
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Computational economics
24
Financial innovation : FIN
24
CREATES research paper
23
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ECONIS (ZBW)
5,995
Other ZBW resources
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1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
2
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
3
Improving quantile forecasts via realized double hysteretic GARCH model in stock markets
Chen, Cathy W. S.
;
Chien, Cindy T. H.
- In:
Computational economics
64
(
2024
)
6
,
pp. 3447-3471
Persistent link: https://www.econbiz.de/10015144246
Saved in:
4
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
5
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
6
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
7
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
8
Tail risk forecasting with semiparametric regression models by incorporating overnight information
Chen, Cathy W. S.
;
Koike, Takaaki
;
Shau, Wei-Hsuan
- In:
Journal of forecasting
43
(
2024
)
5
,
pp. 1492-1512
Persistent link: https://www.econbiz.de/10015108416
Saved in:
9
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Saved in:
10
Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel
;
Forbes, Catherine Scipione
; …
-
2019
Persistent link: https://www.econbiz.de/10012592824
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