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subject:"Makroökonomie"
~isPartOf:"International journal of forecasting"
~person:"Belzil, Christian"
~person:"Herwartz, Helmut"
~person:"Opschoor, Anne"
~subject:"Analysis of variance"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Wirtschaftstheorie"
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Makroökonomie
Analysis of variance
Returns to education
Schätzung
Statistische Methodenlehre
Wirtschaftstheorie
Theorie
6
Theory
6
Forecasting model
5
Prognoseverfahren
5
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Zeitreihenanalyse
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Estimation
2
Score-driven dynamics
2
Statistical distribution
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Statistische Verteilung
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Volatility
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Volatilität
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Correlation
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EU countries
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EU-Staaten
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Economic crisis
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Equity returns predictions
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Euribor rate predictions
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Evaluation
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Ex ante and ex post inflation uncertainty
1
Exchange rate
1
Expected Shortfall
1
Forecast
1
Forecast evaluation
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1
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Belzil, Christian
Herwartz, Helmut
Opschoor, Anne
Koopman, Siem Jan
3
Chiu, Ching Wai Jeremy
2
Gerlach, Richard
2
Huber, Florian
2
Lucas, André
2
Marcellino, Massimiliano
2
Mumtaz, Haroon
2
Rua, António
2
Theodoridis, Konstantinos
2
Ahmed, Shamim
1
Algaba, Andres
1
Anderson, Heather M.
1
Arroyo, Javier
1
Audrino, Francesco
1
Ballinari, Daniele
1
Barnett, Alina
1
Barsoum, Fady
1
Bekierman, Jeremias
1
Blaskowitz, Oliver Jim
1
Blasques, Francisco
1
Bluedorn, John Christopher
1
Borms, Samuel
1
Boudt, Kris
1
Breitung, Jörg
1
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1
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Carvalho, Miguelde
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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
Discussion paper series / IZA
10
Working paper
8
IZA Discussion Paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Economics working paper
4
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
3
SFB 649 discussion paper
3
Annales d'économie et de statistique
2
Applied quantitative finance
2
Cege discussion paper
2
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
EUI working paper / ECO
2
Economics letters
2
Journal of labor economics
2
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Accounting for worker well-being
1
Applied quantitative finance : theory and computational tools
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working papers : ECO / Economics Department
1
Econometric Institute research papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economie & prévision : EP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
GATE Working Paper Series
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Macroeconomic dynamics
1
Reihe Quantitative Ökonomie : Ökon
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The Canadian journal of economics
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
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:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
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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