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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
~subject:"Prognose"
~subject:"Statistische Verteilung"
~subject:"United States"
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Schock
Volatilität
Forecasting model
Prognose
Statistische Verteilung
United States
Estimation
882
Schätzung
877
Theorie
303
Theory
303
Prognoseverfahren
199
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Gupta, Rangan
6
Koopman, Siem Jan
6
Guérin, Pierre
4
Athanasopoulos, George
3
Cepni, Oguzhan
3
Dimitrakopoulos, Stefanos
3
Huber, Florian
3
Kapetanios, George
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Marcellino, Massimiliano
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3
Zhao, Yongchen
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3
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2
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2
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2
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2
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2
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2
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2
Chiu, Ching Wai Jeremy
2
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2
Costantini, Mauro
2
Ergemen, Yunus Emre
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2
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2
Hou, Chenghan
2
Hyndman, Rob J.
2
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2
Karlsson, Sune
2
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2
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Economics letters
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,584
Discussion paper series / IZA
483
Applied economics
482
Discussion paper / Centre for Economic Policy Research
478
NBER working paper series
355
CESifo working papers
287
NBER Working Paper
283
Applied economics letters
279
Economic modelling
263
Working paper
253
Finance research letters
230
Energy economics
227
International review of economics & finance : IREF
205
Journal of econometrics
204
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198
Journal of banking & finance
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Journal of international money and finance
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
The review of economics and statistics
181
Applied financial economics
175
International review of financial analysis
170
The American economic review
164
The North American journal of economics and finance : a journal of financial economics studies
161
The journal of finance : the journal of the American Finance Association
154
Journal of empirical finance
151
Journal of applied econometrics
148
Discussion paper
140
The journal of futures markets
138
Discussion papers / CEPR
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Journal of financial economics
129
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125
Journal of forecasting
122
Journal of economic dynamics & control
120
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Journal of money, credit and banking : JMCB
117
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ECONIS (ZBW)
371
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
4
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
5
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
6
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
7
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
8
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
9
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
10
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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