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person:"Beine, Michel"
subject:"EU-Staaten"
~person:"Clark, Todd E."
~person:"Lux, Thomas"
~person:"Rappaport, Jordan"
~subject:"Commuting"
~subject:"Population density"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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EU-Staaten
Commuting
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VAR model
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22
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14
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Beine, Michel
Clark, Todd E.
Lux, Thomas
Rappaport, Jordan
Gupta, Rangan
27
Lütkepohl, Helmut
26
McAleer, Michael
22
Bollerslev, Tim
21
Herwartz, Helmut
18
Asai, Manabu
16
De Grauwe, Paul
16
Andersen, Torben
15
Koop, Gary
15
Marcellino, Massimiliano
15
Saikkonen, Pentti
14
Schorfheide, Frank
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Chan, Joshua
13
Ommeren, Jos van
13
Wang, Yudong
13
Hecq, Alain W. J.
12
Koopman, Siem Jan
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Renault, Eric
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Taylor, Robert
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Caporin, Massimiliano
11
Fève, Patrick
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Hughes Hallett, Andrew
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Härdle, Wolfgang
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Johansen, Søren
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Pierdzioch, Christian
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Westerhoff, Frank H.
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Aït-Sahalia, Yacine
10
Bekaert, Geert
10
Belke, Ansgar
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Caporale, Guglielmo Maria
10
Carriero, Andrea
10
Ghysels, Eric
10
Mele, Antonio
10
Mumtaz, Haroon
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Rodriguez, Gabriel
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Serletis, Apostolos
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Shi, Yanlin
10
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1
International journal of forecasting
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ECONIS (ZBW)
18
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1
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18
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1
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
2
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
4
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
Saved in:
5
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
6
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
7
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
8
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
9
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
10
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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