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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Book review"
~type_genre:"Conference proceedings"
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United States
Germany
Prognoseverfahren
USA
Volatility
Estimation
143
Schätzung
143
Forecasting model
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Volatilität
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
Forecast
16
Prognose
16
forecasting
14
Regression analysis
13
Regressionsanalyse
13
Bayes-Statistik
12
Bayesian inference
12
ARCH model
11
ARCH-Modell
11
Aktienmarkt
10
Inflation
10
Stock market
10
EU countries
9
EU-Staaten
9
Frühindikator
9
Leading indicator
9
VAR model
9
VAR-Modell
9
Yield curve
9
Zinsstruktur
9
Deutschland
8
Exchange rate
8
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Undetermined
42
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6
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Article
119
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Article in journal
Book review
Conference proceedings
Aufsatz in Zeitschrift
119
Language
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English
119
Author
All
Chan, Ngai Hang
3
Gupta, Rangan
3
Karathanasopoulos, Andreas
3
Cepni, Oguzhan
2
O'Hare, Colin
2
Pierdzioch, Christian
2
Schumacher, Christian
2
Taylor, James W.
2
Ullah, Wali
2
Wang, Yudong
2
Zhang, Yaojie
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
An, Yang
1
Anders, Ulrich
1
Andrews, Rick L.
1
Apostolakis, George N.
1
Asgharian, Hossein
1
Barnett, William A.
1
Basistha, Arabinda
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bikker, Jacob A.
1
Bisognin, C.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bottomley, Paul A.
1
Boysen-Hogrefe, Jens
1
Breitung, Jörg
1
Brou, Jean Marcelin Bosson
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buchen, Teresa
1
Byers, J. David
1
Cai, Wensheng
1
Cenesizoglu, Tolga
1
Chang, Shu-Lien
1
Chen, Cathy W. S.
1
Chen, Langnan
1
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Journal of forecasting
Applied economics
516
Applied economics letters
297
Economic modelling
230
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
230
Energy economics
217
Finance research letters
194
Journal of banking & finance
193
Journal of econometrics
189
Applied financial economics
185
Economics letters
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
The review of economics and statistics
182
International review of economics & finance : IREF
181
Journal of international money and finance
171
International journal of forecasting
161
The American economic review
158
International review of financial analysis
157
Journal of applied econometrics
154
The journal of finance : the journal of the American Finance Association
154
The North American journal of economics and finance : a journal of financial economics studies
151
Jahrbücher für Nationalökonomie und Statistik
147
Journal of empirical finance
146
The journal of futures markets
132
Journal of financial economics
123
Journal of international financial markets, institutions & money
108
Journal of money, credit and banking : JMCB
102
The review of financial studies
96
Journal of monetary economics
93
Journal of financial and quantitative analysis : JFQA
92
Research in international business and finance
92
Journal of macroeconomics
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
Journal of economic dynamics & control
86
The European journal of finance
86
International journal of finance & economics : IJFE
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Labour economics : official journal of the European Association of Labour Economists
80
American economic journal : a journal of the American Economic Association
79
Journal of political economy
77
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ECONIS (ZBW)
119
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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
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:
5
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:
6
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:
7
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
8
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
9
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
10
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
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