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~subject:"Forecasting model"
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Forecasting model
Theorie
76
Theory
76
Volatility
76
Volatilität
73
Exchange rate
60
USA
60
United States
60
Wechselkurs
59
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54
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49
Wechselkurspolitik
49
ARCH model
48
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48
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45
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45
Geldpolitik
40
Foreign exchange market
31
Börsenkurs
29
Devisenmarkt
29
Prognoseverfahren
29
Share price
29
Time series analysis
26
Zeitreihenanalyse
26
Ankündigungseffekt
25
Announcement effect
25
Foreign exchange
24
Central bank
23
Impact assessment
23
Wirkungsanalyse
23
Zentralbank
23
Japan
22
Estimation theory
21
Schätztheorie
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Capital income
18
Kapitaleinkommen
18
Welt
18
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18
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17
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9
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9
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English
29
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Neely, Christopher J.
17
Laurent, Sébastien
13
Rombouts, Jeroen V. K.
5
Violante, Francesco
5
Rapach, David E.
4
Tu, Jun
4
Zhou, Guofu
4
Boudt, Kris
3
Daníelsson, Jón
3
Dueker, Michael
3
Bauwens, Luc
2
Chevillon, Guillaume
2
Sarno, Lucio
2
Weller, Paul A.
2
Banulescu-Radu, Denisa
1
Candelon, Bertrand
1
Emmons, William R.
1
Erdemlioglu, Deniz
1
Flachaire, Emmanuel
1
Hacheme, Gilles
1
Hurlin, Christophe
1
Hué, Sullivan
1
Lakdawala, Aeimit K.
1
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Federal Reserve Bank of St. Louis
4
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5
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4
Journal of banking & finance
2
Journal of econometrics
2
AFI
1
Annals of economics and statistics
1
CIRANO - Scientific Publications 2009s-45
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
FRB of St. Louis Working Paper
1
Federal Reserve Bank of St. Louis Working Paper
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
LIDAM discussion paper CORE
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
29
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1
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
2
Are changes in foreign exchange reserves well correlated with official intervention?
Neely, Christopher J.
- In:
Review / Federal Reserve Bank of St. Louis
82
(
2000
)
5
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001526129
Saved in:
3
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
Saved in:
4
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
5
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
6
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
Saved in:
7
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
8
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
- In:
International journal of forecasting
29
(
2013
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
Saved in:
9
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
10
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
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