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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Volatilität
Theorie
2,662
Theory
2,662
Time series analysis
392
Zeitreihenanalyse
392
Estimation theory
372
Schätztheorie
372
Estimation
334
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334
Prognoseverfahren
190
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187
United States
187
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170
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Arbeitspapier
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Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Swanson, Norman R.
6
Schorfheide, Frank
5
Timmermann, Allan
5
Hallin, Marc
4
Koop, Gary
4
Maheu, John M.
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Clark, Todd E.
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Fan, Jianqing
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hong, Yongmiao
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Lahiri, Kajal
3
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
Pettenuzzo, Davide
3
Pierdzioch, Christian
3
Taylor, Robert
3
West, Kenneth D.
3
Xiu, Dacheng
3
Yu, Jun
3
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National Bureau of Economic Research
1
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Applied economics letters
Journal of econometrics
International journal of forecasting
716
Journal of forecasting
444
Working paper / National Bureau of Economic Research, Inc.
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Discussion paper / Centre for Economic Policy Research
163
Discussion paper / Tinbergen Institute
160
Journal of banking & finance
155
Economics letters
154
Finance research letters
140
Economic modelling
138
European journal of operational research : EJOR
127
Journal of empirical finance
127
Computational economics
126
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119
Energy economics
118
Applied economics
117
Journal of economic dynamics & control
112
Journal of international money and finance
102
Journal of financial economics
98
International review of financial analysis
96
The European journal of finance
92
Journal of applied econometrics
89
Risks : open access journal
88
International journal of theoretical and applied finance
87
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86
International review of economics & finance : IREF
84
The review of financial studies
83
Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
81
CESifo working papers
80
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Technological forecasting & social change : an international journal
76
CREATES research paper
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The North American journal of economics and finance : a journal of financial economics studies
74
Research paper series / Swiss Finance Institute
72
SFB 649 discussion paper
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
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ECONIS (ZBW)
329
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1
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
2
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
Unintended look-ahead bias in out-of-sample forecasting
Yae, James
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 953-957
Persistent link: https://www.econbiz.de/10014557921
Saved in:
4
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Elias, Christopher J.
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1218-1221
Persistent link: https://www.econbiz.de/10014303846
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