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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Algaba, Andres"
~person:"Bollerslev, Tim"
~person:"Guérin, Pierre"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Estimation
55
Schätzung
55
Forecasting model
27
Theorie
27
Theory
27
Volatility
26
Volatilität
26
Time series analysis
24
Zeitreihenanalyse
24
Kapitaleinkommen
23
USA
20
United States
20
Börsenkurs
13
Share price
13
Risikoprämie
10
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10
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7
Estimation theory
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41
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Aufsatz in Zeitschrift
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41
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Non-commercial literature
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English
41
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Swanson, Norman R.
Algaba, Andres
Bollerslev, Tim
Guérin, Pierre
Gupta, Rangan
87
Zaremba, Adam
59
McMillan, David G.
36
Ma, Feng
33
Pierdzioch, Christian
33
Wohar, Mark E.
28
Wang, Yudong
26
Zhang, Yaojie
25
Narayan, Paresh Kumar
24
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Cakici, Nusret
18
Demirer, Rıza
18
Salisu, Afees A.
18
Todorov, Viktor
18
Kumar, Dilip
17
Bali, Turan G.
16
Bouri, Elie
16
Gil-Alaña, Luis A.
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Wei, Yu
13
Caporale, Guglielmo Maria
12
Jareño, Francisco
12
Jawadi, Fredj
12
McAleer, Michael
12
Moosa, Imad A.
12
Umutlu, Mehmet
12
Xuan Vinh Vo
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Brooks, Robert
11
Tauchen, George Eugene
11
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Journal of econometrics
7
International journal of forecasting
5
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economic review
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Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
1
Macroeconomic dynamics
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The European journal of finance
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ECONIS (ZBW)
41
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1
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41
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1
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
4
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
9
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
10
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
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