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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Econometric Institute research papers"
~subject:"Börsenkurs"
~subject:"Panel"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Forecasting model
Stock market
Börsenkurs
Panel
Volatility
Estimation
61
Schätzung
61
Volatilität
22
USA
21
United States
21
Prognoseverfahren
19
ARCH model
15
ARCH-Modell
15
Welt
12
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12
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9
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Bayesian inference
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Economic indicator
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Share price
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Internationaler Tourismus
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Commodity derivative
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Kapitaleinkommen
5
Rohstoffderivat
5
Taiwan
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5
Theory
5
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4
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39
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Graue Literatur
Arbeitspapier
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Non-commercial literature
39
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English
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McAleer, Michael
27
Chang, Chia-Lin
11
Franses, Philip Hans
9
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Ravazzolo, Francesco
3
Chen, Chi-chung
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Allen, David E.
1
Bannouh, Karim
1
Bhaghoe, Sailesh
1
Camehl, Annika
1
Caporin, Massimiliano
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Herman K. van
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Groot, Bert de
1
Hafner, Christian M.
1
Heij, Christiaan
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Kunst, Robert M.
1
Martens, Martin
1
Ooft, Gavin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Roengchai Tansuchat
1
Singh, Abhay Kumar
1
Vasilev, Simeon
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
204
CESifo working papers
198
Discussion paper / Centre for Economic Policy Research
146
Working paper
145
Discussion paper series / IZA
141
Discussion paper / Tinbergen Institute
106
Discussion paper
77
Discussion papers / Deutsches Institut für Wirtschaftsforschung
62
SFB 649 discussion paper
59
Kiel working paper
58
Finance and economics discussion series
55
Research paper series / Swiss Finance Institute
54
Discussion papers / CEPR
52
CFS working paper series
51
Working papers
51
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49
CAMA working paper series
44
Discussion paper / Deutsche Bundesbank
44
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
43
CREATES research paper
40
Working paper series / European Central Bank
39
Working paper / Department of Econometrics and Business Statistics, Monash University
36
ZEW discussion papers
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
Department of Economics working paper series
32
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
31
Ruhr economic papers
31
Staff reports / Federal Reserve Bank of New York
30
Economics and finance working paper series
29
Kieler Arbeitspapiere
29
Economics / Discussion papers : the open-access, open-assessment e-journal
27
Discussion papers of interdisciplinary research project 373
26
IES working paper
26
Swiss Finance Institute Research Paper
25
Cambridge working papers in economics
23
FIW working paper
22
Fisher College of Business working paper series
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Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
3
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
4
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
5
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
6
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
7
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
8
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
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