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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"EU-Staaten"
~subject:"Estimation"
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Schock
Volatilität
EU-Staaten
Estimation
Schätzung
401
Theorie
175
Theory
175
Forecasting model
174
Prognoseverfahren
174
Capital income
152
Kapitaleinkommen
152
Volatility
109
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107
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107
Time series analysis
83
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83
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55
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399
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English
401
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Wang, Yudong
5
Cenesizoglu, Tolga
4
Karathanasopoulos, Andreas
4
Baillie, Richard
3
Caporin, Massimiliano
3
Chan, Ngai Hang
3
Cho, Dooyeon
3
Gupta, Rangan
3
Härdle, Wolfgang
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Tzavalis, Elias
3
Bikker, Jacob A.
2
Bonato, Matteo
2
Brockman, Paul
2
Cepni, Oguzhan
2
Chen, Yi-ting
2
Cheung, Yin-Wong
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Clements, Adam
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
García-Ferrer, Antonio
2
Gospodinov, Nikolaj
2
Harvey, David I.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Hur, Jungshik
2
Jansen, Dennis W.
2
Kang, Kyu Ho
2
Kapetanios, George
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Klinkowska, Olga
2
Koop, Gary
2
Leybourne, Stephen James
2
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Journal of empirical finance
Journal of forecasting
Discussion paper series / IZA
3,002
Working paper / National Bureau of Economic Research, Inc.
2,568
NBER working paper series
2,307
NBER Working Paper
2,131
Applied economics
1,751
Discussion paper / Centre for Economic Policy Research
1,416
CESifo working papers
1,403
IZA Discussion Paper
1,275
Applied economics letters
1,173
Working paper
913
Economic modelling
832
Discussion paper
753
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
696
ZEW discussion papers
565
International review of economics & finance : IREF
496
Energy economics
488
Journal of econometrics
465
Journal of international money and finance
461
CESifo Working Paper Series
454
Applied financial economics
444
Journal of banking & finance
434
Discussion papers / CEPR
433
Finance research letters
433
Discussion papers / Deutsches Institut für Wirtschaftsforschung
427
Discussion paper / Tinbergen Institute
425
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
362
International review of financial analysis
338
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
Kiel working paper
323
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
301
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
294
Finance and economics discussion series
289
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
Working paper series
284
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ECONIS (ZBW)
401
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
5
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin
;
Scharnagl, Michael
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Saved in:
6
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
7
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
8
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
9
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
10
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
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