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subject:"Schätztheorie"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Volatilität"
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Schätztheorie
Börsenkurs
Forecasting model
Volatilität
Theory
607,218
Theorie
606,798
USA
39,770
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39,246
Schätzung
28,042
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28,008
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23,768
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21,714
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18,367
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16,620
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13,349
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12,823
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12,496
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12,323
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Welfare analysis
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9,809
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9,677
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Diebold, Francis X.
173
Härdle, Wolfgang
141
Franses, Philip Hans
138
Timmermann, Allan
121
Pesaran, M. Hashem
113
McAleer, Michael
106
Bollerslev, Tim
98
Clark, Todd E.
93
Marcellino, Massimiliano
90
Swanson, Norman R.
86
Koopman, Siem Jan
81
Clements, Michael P.
77
Phillips, Peter C. B.
77
Gupta, Rangan
75
Lux, Thomas
69
Granger, C. W. J.
68
Hendry, David F.
66
Kilian, Lutz
65
Koop, Gary
65
Lütkepohl, Helmut
65
Ghysels, Eric
63
Gouriéroux, Christian
63
Hautsch, Nikolaus
62
Hyndman, Rob J.
61
Ravazzolo, Francesco
61
Caporale, Guglielmo Maria
60
Pierdzioch, Christian
59
Schorfheide, Frank
57
Herwartz, Helmut
55
Bekaert, Geert
53
Chiarella, Carl
53
Engle, Robert F.
53
McCracken, Michael W.
53
Dijk, Herman K. van
52
Bauwens, Luc
51
Dijk, Dick van
50
Lucas, André
50
West, Kenneth D.
48
Campbell, John Y.
47
Satchell, Stephen
47
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National Bureau of Economic Research
432
Ekonomiska forskningsinstitutet <Stockholm>
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
33
Umeå universitet
22
Center for Economic Research <Tilburg>
20
University of New England / Department of Econometrics
18
Centre for Analytical Finance <Århus>
16
Federal Reserve System / Division of Research and Statistics
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
15
Forschungsinstitut zur Zukunft der Arbeit
13
University of Exeter / Department of Economics
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Internationaler Währungsfonds / Research Department
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Universität Basel / Institut für Statistik und Ökonometrie
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Deutsche Forschungsgemeinschaft
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Umeå Universitet / Institutionen för Nationalekonomi
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European University Institute / Department of Law
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Rutgers University / Department of Economics
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Springer Fachmedien Wiesbaden
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institut für Weltwirtschaft
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
7
Australian National University / Faculty of Economics and Commerce
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institut für Höhere Studien
6
Institute of Finance and Accounting <London>
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International Monetary Fund
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Svenska Handelshögskolan <Helsinki>
6
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International journal of forecasting
732
Journal of econometrics
597
Economics letters
584
Working paper / National Bureau of Economic Research, Inc.
477
Journal of forecasting
476
NBER working paper series
410
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
373
NBER Working Paper
355
Econometric theory
307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
283
Discussion paper / Centre for Economic Policy Research
265
Discussion paper / Tinbergen Institute
243
Journal of banking & finance
240
Journal of applied econometrics
227
Econometric reviews
214
The review of financial studies
205
The journal of finance : the journal of the American Finance Association
198
Finance research letters
196
Applied economics
195
Journal of economic dynamics & control
191
Economic modelling
189
Journal of financial economics
184
Journal of empirical finance
182
Working paper
173
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
The review of economics and statistics
165
International review of financial analysis
150
Journal of quantitative economics : official journal of the Indian Econometric Society
148
Computational economics
144
Journal of international money and finance
144
Applied economics letters
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
CESifo working papers
132
European journal of operational research : EJOR
132
International review of economics & finance : IREF
131
Oxford bulletin of economics and statistics
129
The European journal of finance
129
Management science : journal of the Institute for Operations Research and the Management Sciences
126
SFB 649 discussion paper
124
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
119
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ECONIS (ZBW)
38,188
ArchiDok
4
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1
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38,192
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
How does passive investing effect the informational efficiency of prices?
Corgnet, Brice
;
DeSantis, Mark
;
Peng, Yan
;
Porter, David P.
-
2024
Persistent link: https://www.econbiz.de/10014474729
Saved in:
3
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
4
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
5
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
6
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
7
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
8
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor
-
2024
Recent survey evidence suggests that investors form beliefs about future stock returns by predominantly extrapolating their own experience: They overweight returns they have personally experienced while underweighting returns from earlier years and consequently expect high (low) stock market...
Persistent link: https://www.econbiz.de/10014490050
Saved in:
9
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
10
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014494108
Saved in:
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