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subject:"Prognoseverfahren"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Fritsche, Ulrich"
~person:"McAleer, Michael"
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Prognoseverfahren
Estimation
5
Schätzung
5
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Volatility
2
Volatilität
2
12-Month variance futures
1
1972-1997
1
3-Month variance futures
1
Aktienindex
1
Australia
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Australien
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Börsenkurs
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Capital income
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Commodity derivative
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Conditional correlations
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Correlation
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Crude oil prices
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Derivat
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Derivative
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Deutschland
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Economic forecast
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Einkommenshypothese
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Estimation theory
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Financial derivatives
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Forecast error evaluation
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Forward and futures prices
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Frühindikator
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Futures
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Germany
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Hedging
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Income hypothesis
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Industrie
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Fritsche, Ulrich
McAleer, Michael
Gupta, Rangan
6
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Biolsi, Christopher
2
Salisu, Afees A.
2
Wohar, Mark E.
2
Abdymomunov, Azamat
1
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
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1
Burlon, Lorenzo
1
Caporin, Massimiliano
1
Cardani, Roberta
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Zan
1
Cheng, Lee-Young
1
Choi, Jae-young
1
Chong, Lee Lee
1
Christou, Christina
1
Croushore, Dean Darrell
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D'Imperio, Paolo
1
David, Or
1
Demirer, Rıza
1
Denault, Michel
1
Dong, Xiaodi
1
Döpke, Jörg
1
Figà-Talamanca, Gianna
1
Focardi, Sergio M.
1
Freire, Gustavo
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Journal of macroeconomics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
11
Working paper
9
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
International journal of forecasting
2
DEP discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
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International review of economics & finance : IREF
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Jahrbücher für Nationalökonomie und Statistik
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Kiel working paper
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Risks : open access journal
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Has macroeconomic forecasting changed after the Great Recession? : panel-based evidence on forecast accuracy and forecaster behavior from Germany
Döpke, Jörg
;
Fritsche, Ulrich
;
Müller, Karsten
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243472
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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