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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Herwartz, Helmut"
~person:"Klein, Tony"
~subject:"Forecasting model"
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Schock
Volatilität
Forecasting model
Estimation
4
Prognoseverfahren
4
Schätzung
4
Forecast
2
Prognose
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Agricultural commodities
1
Agriculture commodity futures
1
Aktienmarkt
1
Bewertung
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
EU countries
1
EU-Staaten
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Evaluation
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GARCH
1
HAR models
1
Heterogeneous autoregressive model
1
Independence testing
1
Infinite Hidden Markov switching process
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Inflation expectations
1
Inflationserwartung
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Interest rate derivative
1
Kapitaleinkommen
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MCS test
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Markov chain
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Markov-Kette
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Median realized volatility
1
Realized volatility
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Realized volatility forecasts
1
Rohstoffderivat
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Share price
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Statistical error
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Statistischer Fehler
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Herwartz, Helmut
Klein, Tony
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
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
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1
Andreini, Paolo
1
Antzulatos, Angelos A.
1
Arai, Natsuki
1
Arroyo, Javier
1
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1
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International journal of forecasting
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
6
Applied quantitative finance
2
Cege discussion paper
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economics working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
SFB 649 discussion paper
2
Working papers on finance
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Applied quantitative finance : theory and computational tools
1
DIW Berlin Discussion Paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Energy economics
1
Finance research letters
1
Jahrbücher für Nationalökonomie und Statistik
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Journal of risk and financial management : JRFM
1
Latin American economic review : LAER ; official journal of Centro de Investigación y Docencia Económica (CIDE)
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Reihe Quantitative Ökonomie : Ökon
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
University of St.Gallen, School of Finance Research Paper
1
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ECONIS (ZBW)
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1
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
4
On economic evaluation of directional forecasts
Blaskowitz, Oliver Jim
;
Herwartz, Helmut
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1058-1065
Persistent link: https://www.econbiz.de/10009316915
Saved in:
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