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subject:"United States"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The American economic review"
~isPartOf:"The European journal of finance"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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United States
Germany
Prognoseverfahren
Volatility
Estimation
1,938
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1,936
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572
Theory
572
USA
325
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291
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266
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Gupta, Rangan
11
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Zhang, Yaojie
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Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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3
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Chan, Ngai Hang
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3
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Copeland, Laurence S.
3
Cross, Jamie
3
Friedman, John N
3
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3
Ince, Onur
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Kim, Sun-bin
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Lubik, Thomas A.
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3
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3
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3
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2
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2
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Economic modelling
Journal of forecasting
Journal of international money and finance
The American economic review
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
1,575
Discussion paper series / IZA
970
Discussion paper / Centre for Economic Policy Research
529
Applied economics
516
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420
CESifo working papers
406
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Applied economics letters
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249
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242
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239
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
230
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219
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193
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192
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190
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188
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187
International review of economics & finance : IREF
187
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186
The review of economics and statistics
184
Discussion paper / Deutsche Bundesbank
176
International journal of forecasting
167
International review of financial analysis
160
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156
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ECONIS (ZBW)
773
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61
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
62
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Saved in:
63
Estimation of short-run predictive factor for US growth using state employment data
Basistha, Arabinda
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 34-50
Persistent link: https://www.econbiz.de/10013465759
Saved in:
64
Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.
;
Park, Sohee
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
Saved in:
65
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
66
How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Ca'Zorzi, Michele
;
Rubaszek, Michał
- In:
Economic modelling
118
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014229251
Saved in:
67
The pricing of unexpected volatility in the currency market
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
68
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
69
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
70
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
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