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language:"nor"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~subject:"USA"
~subject:"Volatilität"
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Estimation
USA
Volatilität
Forecasting model
3
Prognoseverfahren
3
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3
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2
ARCH-Modell
2
Capital income
2
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2
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1
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Gupta, Rangan
Herwartz, Helmut
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Dionne, Georges
2
Franses, Philip Hans
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
Hou, Chenghan
2
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2
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2
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2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Peña, Daniel
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Ruiz, Esther
2
Swanson, Norman R.
2
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2
Witt, Stephen F.
2
Zhao, Yongchen
2
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1
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1
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1
Algaba, Andres
1
Allaj, Erindi
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
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International journal of forecasting
Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Economics working paper
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Research in international business and finance
9
Discussion papers of interdisciplinary research project 373
8
Applied economics letters
7
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Journal of forecasting
4
Macroeconomic dynamics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Cege discussion paper
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Journal of applied economics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
SFB 649 discussion paper
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Annals of economics and finance
2
Applied quantitative finance
2
DIW Berlin Discussion Paper
2
Defence and peace economics
2
Economics, management and financial markets
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ECONIS (ZBW)
3
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
3
On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
Saved in:
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