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subject:"Aktienindex"
~isPartOf:"International journal of forecasting"
~subject:"Frühindikator"
~subject:"USA"
~subject:"Welt"
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Aktienindex
Frühindikator
USA
Welt
Estimation
186
Schätzung
186
Forecasting model
157
Prognoseverfahren
157
Theorie
90
Theory
90
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76
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Lahiri, Kajal
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Swanson, Norman R.
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,766
Discussion paper / Centre for Economic Policy Research
583
Discussion paper series / IZA
533
CESifo working papers
431
Applied economics
425
NBER working paper series
410
NBER Working Paper
328
Applied economics letters
270
Working paper
226
The review of economics and statistics
195
Journal of international money and finance
192
Economic modelling
189
The American economic review
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Finance and economics discussion series
170
The journal of finance : the journal of the American Finance Association
167
Economics letters
166
Energy economics
153
Applied financial economics
144
Journal of applied econometrics
136
Discussion paper
129
International review of economics & finance : IREF
128
CESifo Working Paper Series
120
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
114
The journal of futures markets
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Kiel working paper
109
Journal of banking & finance
105
Finance research letters
104
Journal of money, credit and banking : JMCB
101
The review of financial studies
100
Discussion paper / Tinbergen Institute
96
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of monetary economics
94
Journal of financial and quantitative analysis : JFQA
88
Journal of macroeconomics
87
American economic journal : a journal of the American Economic Association
84
IMF working papers
84
IZA Discussion Paper
84
International review of financial analysis
82
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ECONIS (ZBW)
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
3
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
4
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
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:
7
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:
8
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
9
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
10
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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