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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Statistical distribution"
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Capital income
Zeitreihenanalyse
Estimation theory
Schätzung
Statistical distribution
Theorie
589
Theory
589
Forecasting model
436
Prognoseverfahren
436
Time series analysis
223
Estimation
75
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55
Volatilität
55
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47
Schätztheorie
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forecasting
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Brooks, Chris
5
Franses, Philip Hans
5
García-Ferrer, Antonio
5
Chen, Cathy W. S.
4
Karathanasopoulos, Andreas
4
Taylor, James W.
4
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3
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Biswas, Atanu
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Cai, Yuzhi
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Chan, Wai-Sum
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Dua, Pami
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Gerlach, Richard
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Jun, Duk Bin
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2
Koop, Gary
2
Leybourne, Stephen James
2
Lin, Edward M. H.
2
Lo, Chia Chun
2
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Journal of forecasting
Economics letters
842
Working paper / National Bureau of Economic Research, Inc.
841
Journal of econometrics
822
NBER working paper series
690
NBER Working Paper
624
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
522
Applied economics
469
Discussion paper / Centre for Economic Policy Research
466
Econometric theory
447
International journal of forecasting
425
Discussion paper / Tinbergen Institute
381
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
342
Discussion paper series / IZA
331
Journal of applied econometrics
325
Econometric reviews
322
CESifo working papers
306
Economic modelling
306
Working paper
291
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
274
Applied economics letters
262
Journal of economic dynamics & control
257
Journal of banking & finance
252
The review of economics and statistics
246
Journal of empirical finance
216
Série des documents de travail / Centre de Recherche en Économie et Statistique
210
Journal of international money and finance
207
Discussion paper
191
Oxford bulletin of economics and statistics
189
Europäische Hochschulschriften / 5
187
Finance research letters
187
Journal of financial economics
184
Insurance / Mathematics & economics
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The journal of finance : the journal of the American Finance Association
182
International review of economics & finance : IREF
168
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
167
Discussion papers / CEPR
164
Journal of macroeconomics
164
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
162
IZA Discussion Paper
156
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ECONIS (ZBW)
320
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11
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
12
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
13
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
14
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
15
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
16
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
17
Post-COVID inflation dynamics : higher for longer
Verbrugge, Randal
;
Zaman, Saeed
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 871-893
Persistent link: https://www.econbiz.de/10014554045
Saved in:
18
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
19
A review of artificial intelligence quality in forecasting asset prices
Barboza, Flavio Luiz de Moraes
;
Silva, Geraldo Nunes
; …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1708-1728
Persistent link: https://www.econbiz.de/10014432754
Saved in:
20
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
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