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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Koopman, Siem Jan"
~person:"Pierdzioch, Christian"
~subject:"Forecasting model"
~subject:"Theorie"
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Lohnstruktur
Forecasting model
Theorie
Estimation
9
Schätzung
9
Volatility
5
Volatilität
5
Prognoseverfahren
4
USA
4
United States
4
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3
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Time series analysis
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Koopman, Siem Jan
Pierdzioch, Christian
Pesaran, M. Hashem
8
Gupta, Rangan
6
Koop, Gary
6
Phillips, Peter C. B.
6
Todorov, Viktor
6
Andersen, Torben
5
Ghysels, Eric
5
Aït-Sahalia, Yacine
4
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4
Clark, Todd E.
4
Dai, Zhifeng
4
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Ravazzolo, Francesco
4
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3
Baltagi, Badi H.
3
Blundell, Richard W.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Kim, Donggyu
3
Lucas, André
3
McAleer, Michael
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Shin, Yongcheol
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Su, Liangjun
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2
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2
Buchinsky, Moshe
2
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2
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2
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Journal of applied econometrics
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
22
Kiel working paper
9
Kieler Arbeitspapiere
6
Department of Economics working paper series
5
International journal of forecasting
5
Finance research letters
4
Applied economics letters
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Discussion paper / Deutsche Bundesbank
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Finmap working paper
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International review of financial analysis
2
Journal of forecasting
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
6
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
Saved in:
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