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subject:"Aktienindex"
~isPartOf:"International journal of forecasting"
~subject:"Time series analysis"
~subject:"Welt"
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Aktienindex
Time series analysis
Welt
Estimation
186
Schätzung
186
Forecasting model
157
Prognoseverfahren
157
Theorie
90
Theory
90
Zeitreihenanalyse
76
Volatility
47
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47
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33
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Koopman, Siem Jan
4
Athanasopoulos, George
3
Blasques, Francisco
2
Huber, Florian
2
Hyndman, Rob J.
2
Lucas, André
2
Mumtaz, Haroon
2
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2
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2
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2
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1
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1
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1
Andreini, Paolo
1
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1
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1
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1
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1
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1
Baumeister, Christiane
1
Bauwens, Luc
1
Bańbura, Marta
1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
CESifo working papers
330
Working paper / National Bureau of Economic Research, Inc.
300
NBER working paper series
273
Applied economics
267
NBER Working Paper
255
Discussion paper / Centre for Economic Policy Research
221
Economic modelling
216
Applied economics letters
205
Energy economics
170
Economics letters
151
Working paper
150
Journal of international money and finance
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
141
Discussion paper series / IZA
135
Journal of econometrics
124
International review of economics & finance : IREF
116
CESifo Working Paper Series
113
Discussion paper / Tinbergen Institute
111
Finance research letters
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
The North American journal of economics and finance : a journal of financial economics studies
84
International Journal of Energy Economics and Policy : IJEEP
77
International review of financial analysis
75
Journal of banking & finance
75
Applied financial economics
74
IMF working papers
73
Discussion paper
72
Journal of applied econometrics
71
Journal of international financial markets, institutions & money
70
Discussion papers / CEPR
69
International journal of finance & economics : IJFE
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of empirical finance
66
IZA Discussion Paper
65
Research in international business and finance
64
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
62
Kiel working paper
62
The empirical economics letters : a monthly international journal of economics
60
Journal of forecasting
58
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ECONIS (ZBW)
91
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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 in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
6
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:
7
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
8
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
Saved in:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
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
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