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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Adrian, Tobias"
~person:"Audrino, Francesco"
~subject:"Forecasting model"
~subject:"United States"
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Schock
Volatilität
Forecasting model
United States
Estimation
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Capital income
1
Density forecast
1
Downside risk
1
Economic forecast
1
Financial conditions
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Financial market
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Finanzmarkt
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Growth vulnerability
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High-dimensional regression
1
Investor attention
1
Investor sentiment
1
Kapitaleinkommen
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Quantile regressions
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Realized volatility
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Risiko
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Risikomaß
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Risk
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Risk measure
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Share price
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Shortfall
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Statistical distribution
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Statistische Verteilung
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Stock market
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Theorie
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Theory
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Volatility
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Volatility prediction
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Adrian, Tobias
Audrino, Francesco
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
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Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
Andreini, Paolo
1
Antzulatos, Angelos A.
1
Arai, Natsuki
1
Arroyo, Javier
1
Asai, Manabu
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International journal of forecasting
Staff reports / Federal Reserve Bank of New York
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Discussion paper / Centre for Economic Policy Research
5
Working papers on finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of finance
1
Annual review of financial economics
1
Computational economics
1
Econometric reviews
1
Federal Reserve Bank of New York Staff Report
1
IMF working papers
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of monetary economics
1
NBER macroeconomics annual
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
Working paper / National Bureau of Economic Research, Inc.
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1
Forecasting macroeconomic risks
Adams, Patrick A.
;
Adrian, Tobias
;
Boyarchenko, Nina
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10012794835
Saved in:
2
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
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