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subject:"Volatility"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
Prognoseverfahren
Estimation
618
Schätzung
618
Theorie
243
Theory
243
Capital income
128
Kapitaleinkommen
128
USA
119
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119
Volatilität
105
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96
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92
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Clark, Todd E.
4
Wel, Michel van der
4
Dijk, Dick van
3
Kapetanios, George
3
Marcellino, Massimiliano
3
Opschoor, Anne
3
Pesaran, M. Hashem
3
Wang, Yudong
3
Blundell, Richard W.
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Cho, Dooyeon
2
Christiansen, Charlotte
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Cipollini, Andrea
2
Conrad, Christian
2
Engsted, Tom
2
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2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
Hjalmarsson, Erik
2
Härdle, Wolfgang
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Koopman, Siem Jan
2
Li, Chen
2
Lima, Luiz Renato
2
Maio, Paulo
2
McCracken, Michael W.
2
Mihoci, Andrija
2
Min, Byoung-Kyu
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Nolte, Ingmar
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Pan, Zhiyuan
2
Tse, Yiu Kuen
2
Tzavalis, Elias
2
Urga, Giovanni
2
Wu, Chongfeng
2
Yu, Deshui
2
Zaremba, Adam
2
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1
Abergel, Frédéric
1
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Journal of applied econometrics
Journal of empirical finance
Applied economics
293
Discussion paper series / IZA
252
Discussion paper / Centre for Economic Policy Research
199
Finance research letters
199
Working paper / National Bureau of Economic Research, Inc.
195
Energy economics
190
Economic modelling
184
NBER working paper series
182
NBER Working Paper
167
International journal of forecasting
163
International review of economics & finance : IREF
156
International review of financial analysis
150
Working paper
150
Journal of econometrics
149
Applied economics letters
147
Journal of banking & finance
146
Applied financial economics
134
CESifo working papers
133
Journal of international money and finance
130
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
118
Journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Discussion paper
98
IZA Discussion Paper
96
Journal of international financial markets, institutions & money
93
Research in international business and finance
93
Journal of financial economics
87
The European journal of finance
87
The journal of futures markets
87
Discussion paper / Tinbergen Institute
86
International journal of finance & economics : IJFE
78
Journal of risk and financial management : JRFM
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Pacific-Basin finance journal
58
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ECONIS (ZBW)
204
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1
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
4
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
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