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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~subject:"Forecasting model"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Forecasting model
Stochastischer Prozess
Volatilität
Theorie
4,909
Theory
4,909
Estimation
486
Schätzung
486
Time series analysis
468
Zeitreihenanalyse
468
Estimation theory
385
Schätztheorie
385
Geldpolitik
340
Monetary policy
340
United States
252
USA
251
Volatility
246
Prognoseverfahren
233
Endogenes Wachstumsmodell
220
Endogenous growth model
220
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212
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207
General equilibrium
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Allgemeines Gleichgewicht
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Welfare analysis
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Nonparametric statistics
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Overlapping Generations
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Overlapping generations
152
Fiscal policy
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Statistical test
143
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Phillips, Peter C. B.
8
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Patton, Andrew J.
6
Swanson, Norman R.
6
Yu, Jun
6
Diebold, Francis X.
5
Koop, Gary
5
Linton, Oliver
5
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5
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5
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5
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5
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5
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4
Hallin, Marc
4
Maheu, John M.
4
Timmermann, Allan
4
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4
Whang, Yoon-jae
4
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
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3
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3
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Corradi, Valentina
3
Elliott, Graham
3
Fan, Jianqing
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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3
Granger, C. W. J.
3
Hommes, Cars H.
3
Hong, Yongmiao
3
Jensen, Mark J.
3
Kilian, Lutz
3
Korobilis, Dimitris
3
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Review of international economics
Economic modelling
Journal of econometrics
Macroeconomic dynamics
International journal of forecasting
717
European journal of operational research : EJOR
559
Journal of forecasting
445
Insurance / Mathematics & economics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Economics letters
189
International journal of production research
170
International journal of theoretical and applied finance
169
Computers & operations research : and their applications to problems of world concern ; an international journal
168
Journal of banking & finance
167
Journal of economic dynamics & control
164
Computational economics
152
Finance and stochastics
147
Energy economics
137
Finance research letters
137
Journal of empirical finance
129
Operations research
129
Risks : open access journal
128
International journal of production economics
127
Applied economics
125
Mathematical finance : an international journal of mathematics, statistics and financial theory
123
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Quantitative finance
115
Applied economics letters
113
Econometric reviews
110
Journal of international money and finance
108
Operations research letters
108
Journal of financial economics
105
The European journal of finance
104
International review of financial analysis
103
The review of financial studies
97
Journal of applied econometrics
93
International review of economics & finance : IREF
90
Mathematics of operations research
85
Journal of economic theory
82
The North American journal of economics and finance : a journal of financial economics studies
82
Technological forecasting & social change : an international journal
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
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ECONIS (ZBW)
550
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81
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
82
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
83
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
84
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
85
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
86
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
87
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
88
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
89
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
90
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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