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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~subject:"Theory"
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Time series analysis
Volatilität
Theory
Estimation
2,254
Schätzung
2,252
Theorie
534
Forecasting model
326
Prognoseverfahren
326
Capital income
310
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310
Welt
306
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286
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277
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Purchasing power parity
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128
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Wirtschaftswachstum
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117
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806
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3
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
9
Chang, Tsangyao
8
Prokopczuk, Marcel
7
Wese Simen, Chardin
5
Gupta, Rangan
4
Koopman, Siem Jan
4
Taylor, Mark P.
4
Tiwari, Aviral Kumar
4
Ahmed, Shamim
3
Bahmani-Oskooee, Mohsen
3
Beckmann, Joscha
3
Byrne, Joseph P.
3
Cook, Steven
3
Huber, Florian
3
Li, Junye
3
Liu, Xiaochun
3
Ma, Feng
3
MacDonald, Ronald
3
Møller, Stig Vinther
3
Papell, David H.
3
Shintani, Mototsugu
3
Strohsal, Till
3
Westerlund, Joakim
3
Wohar, Mark E.
3
Zampolli, Fabrizio
3
Afonso, António
2
Alberola, Enrique
2
Ali, Faek Menla
2
Amano, Robert A.
2
Anderson, Heather M.
2
Apergēs, Nikolaos
2
Athanasopoulos, George
2
Belke, Ansgar
2
Berg, Kimberly A.
2
Berger, Tino
2
Bhaskara Rao, Buddhavarapu
2
Blasques, Francisco
2
Boero, Gianna
2
Cai, Yifei
2
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Applied economics letters
International journal of forecasting
Journal of banking & finance
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
615
NBER working paper series
515
NBER Working Paper
486
Applied economics
476
Discussion paper / Centre for Economic Policy Research
396
Economic modelling
328
CESifo working papers
318
Discussion paper series / IZA
313
Economics letters
282
Journal of econometrics
264
Working paper
256
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Energy economics
223
International review of economics & finance : IREF
223
Discussion paper / Tinbergen Institute
175
Finance research letters
171
Journal of applied econometrics
166
Applied financial economics
161
IZA Discussion Paper
160
International review of financial analysis
157
Journal of empirical finance
155
Discussion paper
153
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of economic dynamics & control
146
Journal of macroeconomics
142
Discussion papers / CEPR
141
Europäische Hochschulschriften / 5
136
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
International journal of finance & economics : IJFE
116
The review of economics and statistics
115
Journal of financial economics
111
Macroeconomic dynamics
111
Journal of international financial markets, institutions & money
107
Journal of forecasting
105
CESifo Working Paper Series
104
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ECONIS (ZBW)
808
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Nominal exchange rates and net foreign assets' dynamics : the stabilization role of valuation effects
Eugeni, Sara
- In:
Journal of international money and finance
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014549819
Saved in:
7
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
8
A dynamic counting approach to measure multidimensional deprivations in jobs
Prieto, Joaquin
;
Sehnbruch, Kirsten
;
Vidal, Diego
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 907-912
Persistent link: https://www.econbiz.de/10014557911
Saved in:
9
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
10
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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