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subject:"Welt"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Welt
Credit risk
Forecasting model
Schätztheorie
Volatilität
Estimation
620
Schätzung
619
Prognoseverfahren
234
Theorie
209
Theory
209
Capital income
172
Kapitaleinkommen
172
Volatility
130
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110
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110
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101
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101
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63
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50
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377
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Koopman, Siem Jan
5
Prokopczuk, Marcel
4
Athanasopoulos, George
3
Guo, Hui
3
Herwartz, Helmut
3
Huber, Florian
3
Li, Junye
3
Liu, Xiaochun
3
Møller, Stig Vinther
3
Rösch, Daniel
3
Wese Simen, Chardin
3
Zaremba, Adam
3
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2
Anderson, Heather M.
2
Blasques, Francisco
2
Bremus, Franziska
2
Bräuning, Falk
2
Buch, Claudia M.
2
Chen, Jie
2
Chiu, Ching Wai Jeremy
2
Clare, Andrew D.
2
Franses, Philip Hans
2
Füss, Roland
2
Gerlach, Richard
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
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2
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2
Hautsch, Nikolaus
2
Hou, Chenghan
2
Huang, Tao
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Korobilis, Dimitris
2
Lahiri, Kajal
2
Li, Gang
2
Lucas, André
2
Maio, Paulo
2
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International journal of forecasting
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
436
NBER working paper series
408
NBER Working Paper
386
Applied economics
356
CESifo working papers
351
Discussion paper / Centre for Economic Policy Research
316
Journal of econometrics
301
Economic modelling
292
Applied economics letters
284
Economics letters
254
Energy economics
249
Finance research letters
229
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213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Discussion paper series / IZA
207
Journal of international money and finance
200
International review of economics & finance : IREF
195
International review of financial analysis
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
177
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
154
Discussion paper / Tinbergen Institute
145
Journal of international financial markets, institutions & money
129
Discussion paper
127
CESifo Working Paper Series
126
Journal of forecasting
123
Applied financial economics
121
Discussion papers / CEPR
116
Research in international business and finance
115
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109
Journal of financial economics
105
Journal of risk and financial management : JRFM
103
IZA Discussion Paper
101
Econometric reviews
95
International journal of finance & economics : IJFE
94
Kiel working paper
92
The journal of futures markets
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ECONIS (ZBW)
377
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377
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1
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:
2
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:
3
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:
4
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:
5
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
6
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
7
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
8
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
9
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
Saved in:
10
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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