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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Aruoba, S. Borağan"
~person:"Aït-Sahalia, Yacine"
~person:"Ghysels, Eric"
~person:"Timmermann, Allan"
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Prognoseverfahren
Estimation
19
Schätzung
19
Theorie
11
Theory
11
Volatility
11
Volatilität
11
Forecasting model
7
Capital income
5
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Time series analysis
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Andersen, Torben
Aruoba, S. Borağan
Aït-Sahalia, Yacine
Ghysels, Eric
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andreou, Elena
2
Bollerslev, Tim
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Patton, Andrew J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Asai, Manabu
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
1
Boot, Tom
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chen, Liang
1
Chen, Ying
1
Cho, Dongchul
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Choi, Yongok
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Corradi, Valentina
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Cui, Liyuan
1
Cui, Xiangyu
1
Demetrescu, Matei
1
Dhaene, Geert
1
Di Mari, Roberto
1
Diebold, Francis X.
1
Dijk, Herman K. van
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
6
Working paper / National Bureau of Economic Research, Inc.
4
Journal of financial economics
3
NBER Working Paper
3
Working papers / Brandeis University, Department of Economics and International Business School
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER working paper series
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PIER Working Paper
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CESifo Working Paper
1
CESifo working papers
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Cambridge working papers in economics
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Central Bank review / The Central Bank of the Republic of Turkey
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Discussion paper in financial economics : FE
1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of Philadelphia Working Paper
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The review of economic studies
1
Working paper / Department of Economics, University of Cyprus
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
7
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
5
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
6
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
7
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
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