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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~person:"Addison, John T."
~person:"Görg, Holger"
~person:"Herwartz, Helmut"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
Forecasting model
2
Prognoseverfahren
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2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
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EU countries
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GARCH
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Stock return predictability
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Addison, John T.
Görg, Holger
Herwartz, Helmut
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Dionne, Georges
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hou, Chenghan
2
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2
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2
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2
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2
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2
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2
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2
Peña, Daniel
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
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2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Allaj, Erindi
1
Altuğ, Sumru
1
An, Zidong
1
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1
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International journal of forecasting
Discussion paper series / IZA
46
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
17
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
11
IZA Discussion Paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Economics working paper
10
Discussion papers of interdisciplinary research project 373
8
Kiel working paper
7
Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Review of world economics
5
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
CESifo working papers
3
Cege discussion paper
3
Discussion paper
3
Diskussionsbeitrag / Europäisches Institut für Internationale Wirtschaftsbeziehungen : europäische Wirtschaft und internationale Wirtschaftsbeziehungen
3
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
3
Journal of international money and finance
3
Labour economics : official journal of the European Association of Labour Economists
3
SFB 649 discussion paper
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Applied quantitative finance
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Bundesbank Series 1 Discussion Paper
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Deutsche Bundesbank
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Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
2
Dundee discussion papers in economics
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Estudos e documentos de trabalho
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German economic review
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ILR review : the journal of work and policy
2
Industrial relations : a journal of economy & society
2
Industrielle Beziehungen : Zeitschrift für Arbeit, Organisation und Management
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of applied econometrics
2
Macroeconomic dynamics
2
Offshoring : causes and consequences at the firm and worker level
2
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1
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
2
On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
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