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subject:"Volatility"
~language:"eng"
~person:"Marcellino, Massimiliano"
~subject:"Aktienmarkt"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Aktienmarkt
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Schätzung
96
Estimation
95
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53
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53
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41
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41
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28
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28
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27
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21
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Marcellino, Massimiliano
Caporale, Guglielmo Maria
228
Gil-Alaña, Luis A.
209
Gupta, Rangan
142
McAleer, Michael
102
Pierdzioch, Christian
86
Bollerslev, Tim
61
Pesaran, M. Hashem
61
McMillan, David G.
56
Tiwari, Aviral Kumar
56
Koopman, Siem Jan
55
Hautsch, Nikolaus
53
Wohar, Mark E.
50
Narayan, Paresh Kumar
49
Bahmani-Oskooee, Mohsen
48
Zaremba, Adam
47
Engle, Robert F.
45
Härdle, Wolfgang
45
Todorov, Viktor
44
Belke, Ansgar
43
Bohl, Martin T.
41
Döpke, Jörg
40
Herwartz, Helmut
38
Allen, David E.
37
Caporin, Massimiliano
36
Kapetanios, George
36
Bouri, Elie
35
Miller, Stephen M.
33
Balcilar, Mehmet
32
Cheung, Yin-Wong
32
Chang, Chia-Lin
31
Lettau, Martin
31
Ma, Feng
31
Bali, Turan G.
30
Mumtaz, Haroon
30
Timmermann, Allan
30
Asai, Manabu
29
Diebold, Francis X.
29
Gil-Alana, Luis A.
29
Xuan Vinh Vo
29
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2
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ECONIS (ZBW)
31
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1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
3
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
6
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
7
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
8
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2017
Persistent link: https://www.econbiz.de/10011793192
Saved in:
9
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
Saved in:
10
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2017
Persistent link: https://www.econbiz.de/10011959996
Saved in:
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