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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Theorie
5,862
Theory
5,862
Estimation
562
Schätzung
562
Time series analysis
522
Zeitreihenanalyse
522
Estimation theory
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3
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3
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3
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3
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3
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Review of international economics
Economic modelling
Energy economics
Journal of econometrics
Macroeconomic dynamics
International journal of forecasting
715
Journal of forecasting
442
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
155
Journal of banking & finance
155
Finance research letters
139
European journal of operational research : EJOR
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124
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110
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102
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99
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96
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87
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International review of economics & finance : IREF
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Risks : open access journal
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The review of financial studies
83
Quantitative finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
80
Technological forecasting & social change : an international journal
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Journal of risk and financial management : JRFM
66
Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
57
The journal of finance : the journal of the American Finance Association
54
The journal of futures markets
54
International journal of production economics
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ECONIS (ZBW)
553
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Stock market alphas help predict macroeconomic innovations
Hung, Mao-Wei
;
Yeh, Andy Jia-Yuh
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 612-646
Persistent link: https://www.econbiz.de/10014519888
Saved in:
3
Can inflation predict energy price volatility?
Batten, Jonathan A.
;
Mo, Di
;
Pourkhanali, Armin
- In:
Energy economics
129
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014558888
Saved in:
4
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
5
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
7
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
8
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
9
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
10
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
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