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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"The American economic review"
~subject:"Business cycle"
~subject:"Volatilität"
~type:"article"
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Estimation
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Volatilität
Theorie
6,047
Theory
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501
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501
USA
487
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487
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Karathanasopoulos, Andreas
4
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3
Chan, Joshua
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2
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2
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2
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2
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2
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2
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Review of international economics
Journal of economic dynamics & control
Journal of forecasting
The American economic review
Applied economics
372
Economics letters
343
Economic modelling
284
Journal of econometrics
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
220
Applied economics letters
211
Journal of international money and finance
210
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209
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206
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179
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177
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
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167
International review of economics & finance : IREF
161
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154
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149
International journal of forecasting
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Finance research letters
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of urban economics
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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ECONIS (ZBW)
559
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1
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10
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559
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1
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
2
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying
;
Ye, Cheng
;
Bhuiyan, Miraj Ahmed
;
Huang, …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
Saved in:
7
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
8
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
9
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
10
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
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