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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~subject:"United Kingdom"
~subject:"Volatilität"
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Prognoseverfahren
United Kingdom
Volatilität
Estimation
832
Schätzung
831
Theorie
194
Theory
194
Volatility
116
Welt
116
World
116
Cointegration
112
Kointegration
111
Panel
110
Panel study
110
Time series analysis
100
Zeitreihenanalyse
100
Economic growth
92
Wirtschaftswachstum
91
Börsenkurs
90
Geldpolitik
90
Monetary policy
90
Share price
90
Aktienmarkt
86
Stock market
86
Capital income
82
Kapitaleinkommen
82
EU countries
80
EU-Staaten
80
Business cycle
71
Konjunktur
71
Schock
70
Shock
70
VAR model
68
VAR-Modell
68
USA
65
United States
65
Forecasting model
63
Estimation theory
56
Schätztheorie
56
China
53
ARCH model
52
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184
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Gupta, Rangan
5
Liu, Li
3
Narayan, Paresh Kumar
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Bekiros, Stelios
2
Clements, Adam
2
Cross, Jamie
2
Feng, Yun
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Mishra, Sagarika
2
Modise, Mampho P.
2
Narayan, Seema
2
Pan, Zhiyuan
2
Poon, Aubrey
2
Rumler, Fabio
2
Sharma, Susan Sunila
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Zaremba, Adam
2
Abdallah, Oussama
1
Abid, Ilyes
1
Aftab, Muhammad
1
Aggarwal, Nidhi
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
Algaba, Andres
1
Alvarez de Toledo, Pablo
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Arumugam, Devika
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
Avdoulas, Christos
1
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Economic modelling
Applied economics
293
Discussion paper series / IZA
252
Discussion paper / Centre for Economic Policy Research
199
Finance research letters
196
Working paper / National Bureau of Economic Research, Inc.
193
NBER working paper series
181
Energy economics
176
NBER Working Paper
167
International journal of forecasting
163
International review of economics & finance : IREF
156
International review of financial analysis
150
Journal of econometrics
149
Applied economics letters
147
Working paper
147
Journal of banking & finance
146
Applied financial economics
134
CESifo working papers
134
Journal of empirical finance
134
Journal of international money and finance
130
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
117
Journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Discussion paper
97
IZA Discussion Paper
96
Journal of international financial markets, institutions & money
93
Research in international business and finance
88
Journal of financial economics
87
The journal of futures markets
87
Discussion paper / Tinbergen Institute
86
The European journal of finance
85
International journal of finance & economics : IJFE
76
Journal of applied econometrics
70
Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Pacific-Basin finance journal
58
Discussion papers in economics
55
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ECONIS (ZBW)
184
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91
The role of fiscal policy in Britain's Great inflation
Fan, Jingwen
;
Minford, Patrick
;
Ou, Zhirong
- In:
Economic modelling
58
(
2016
),
pp. 203-218
Persistent link: https://www.econbiz.de/10011647336
Saved in:
92
International sign predictability of stock returns : the role of the United States
Nyberg, Henri
;
Pönkä, Harri
- In:
Economic modelling
58
(
2016
),
pp. 323-338
Persistent link: https://www.econbiz.de/10011647427
Saved in:
93
The skewness risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
94
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
95
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
96
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
97
Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
Gao, Chun-Ting
;
Zhou, Xiao-Hua
- In:
Economic modelling
53
(
2016
),
pp. 216-223
Persistent link: https://www.econbiz.de/10011641009
Saved in:
98
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
99
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
100
Predictability within the energy consumption-economic growth nexus : some evidence from income and regional groups
Narayan, Seema
- In:
Economic modelling
54
(
2016
),
pp. 515-521
Persistent link: https://www.econbiz.de/10011642297
Saved in:
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