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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
USA
Volatilität
Theorie
919
Theory
919
Time series analysis
149
Zeitreihenanalyse
149
Estimation
133
Schätzung
133
Estimation theory
132
Schätztheorie
132
Volatility
96
Prognoseverfahren
81
Statistical test
73
Statistischer Test
73
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72
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72
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Arbeitspapier
Bibliographie enthalten
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194
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2
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McAleer, Michael
8
Asai, Manabu
6
Maasoumi, Esfandiar
5
Dai, Zhifeng
4
Taylor, Robert
4
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Proietti, Tommaso
3
Tzavalis, Elias
3
Zellner, Arnold
3
Ando, Tomohiro
2
Audrino, Francesco
2
Bordignon, Silvano
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Gouriéroux, Christian
2
Greenaway-McGrevy, Ryan
2
Harvey, David I.
2
Jawadi, Fredj
2
Leybourne, Stephen James
2
Li, Qi
2
Martin, Gael M.
2
Mensi, Walid
2
Omori, Yasuhiro
2
Smeekes, Stephan
2
Soofi, Ehsan S.
2
Ullah, Aman
2
Xiao, Zhijie
2
Abaye, A.
1
Adegboyega, Soliu Bidemi
1
Adekoya, Oluwasegun B.
1
Ahn, Seung Chan
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alghalith, Moawia
1
Allen, David E.
1
Alonso-Conde, Ana B.
1
Altay-Salih, Aslihan
1
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Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,561
International journal of forecasting
727
Discussion paper / Centre for Economic Policy Research
485
Journal of forecasting
460
European journal of operational research : EJOR
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
335
Economics letters
319
The American economic review
308
Working paper
307
Journal of econometrics
305
Journal of banking & finance
270
The review of financial studies
267
Applied economics
266
The review of economics and statistics
246
The journal of finance : the journal of the American Finance Association
244
American journal of agricultural economics
242
Computers & operations research : and their applications to problems of world concern ; an international journal
232
Journal of monetary economics
230
Discussion paper / Tinbergen Institute
220
CESifo working papers
215
Journal of financial economics
213
Journal of economic dynamics & control
203
Finance and economics discussion series
200
Discussion paper series / IZA
199
Economic modelling
193
Journal of political economy
193
Applied economics letters
188
International journal of production research
188
Journal of international money and finance
172
Journal of money, credit and banking : JMCB
170
Journal of applied econometrics
168
Energy economics
164
Journal of empirical finance
158
Journal of macroeconomics
156
Finance research letters
152
Economic inquiry : journal of the Western Economic Association International
146
Southern economic journal
146
The journal of futures markets
142
Computational economics
141
International journal of production economics
141
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ECONIS (ZBW)
194
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194
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
5
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
6
Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
7
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
8
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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