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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Aktienmarkt"
~subject:"Geldpolitik"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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Subject
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Prognoseverfahren
Aktienmarkt
Geldpolitik
Zeitreihenanalyse
Estimation
608
Schätzung
603
Theorie
240
Theory
240
Estimation theory
234
Schätztheorie
234
Forecasting model
170
Time series analysis
164
Volatility
130
Volatilität
130
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Panel
97
Panel study
97
Regression analysis
94
Regressionsanalyse
94
Capital income
84
Kapitaleinkommen
84
Börsenkurs
78
Share price
78
USA
72
United States
72
Stochastic process
49
Stochastischer Prozess
49
Bayes-Statistik
46
Bayesian inference
46
Factor analysis
45
Faktorenanalyse
45
ARCH model
43
ARCH-Modell
43
Panel data
38
Statistical distribution
36
Statistical test
36
Statistische Verteilung
36
Statistischer Test
36
Markov chain
33
Markov-Kette
33
VAR model
28
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Undetermined
160
Free
6
Type of publication
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Article
278
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Article in journal
278
Aufsatz in Zeitschrift
278
Conference paper
1
Konferenzbeitrag
1
Language
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English
278
Author
All
Todorov, Viktor
8
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Andersen, Torben
4
Koop, Gary
4
Phillips, Peter C. B.
4
Chan, Ngai Hang
3
Fan, Jianqing
3
Gupta, Rangan
3
Patton, Andrew J.
3
Schumacher, Christian
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Barnett, William A.
2
Cepni, Oguzhan
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fernandes, Marcelo
2
Francq, Christian
2
Fulop, Andras
2
Gallo, Giampiero M.
2
García-Ferrer, Antonio
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Karathanasopoulos, Andreas
2
Kong, Xin-Bing
2
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Published in...
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Journal of econometrics
Journal of forecasting
Economic modelling
289
Applied economics
288
Applied economics letters
226
Finance research letters
193
CESifo working papers
178
International review of economics & finance : IREF
174
International journal of forecasting
162
NBER working paper series
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
NBER Working Paper
151
Economics letters
149
International review of financial analysis
147
Working paper / National Bureau of Economic Research, Inc.
147
The North American journal of economics and finance : a journal of financial economics studies
141
Journal of banking & finance
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Discussion paper / Centre for Economic Policy Research
138
Working paper
137
Journal of international money and finance
128
Energy economics
126
Journal of empirical finance
124
Applied financial economics
107
Research in international business and finance
103
Journal of international financial markets, institutions & money
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Discussion paper / Tinbergen Institute
96
Discussion papers / CEPR
95
Journal of macroeconomics
89
Working paper series / European Central Bank
88
Discussion paper
85
Journal of financial economics
83
International journal of finance & economics : IJFE
82
Journal of economic dynamics & control
82
Finance and economics discussion series
76
Journal of applied econometrics
76
Journal of risk and financial management : JRFM
76
International journal of economics and finance
73
Pacific-Basin finance journal
69
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ECONIS (ZBW)
278
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1
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278
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
6
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:
7
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:
8
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
9
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:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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