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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Volatilität
Theorie
2,150
Theory
2,150
Estimation theory
502
Schätztheorie
502
Time series analysis
412
Zeitreihenanalyse
412
Estimation
308
Schätzung
308
Prognoseverfahren
190
USA
184
United States
184
Volatility
158
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153
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153
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151
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151
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133
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133
Bayes-Statistik
117
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89
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87
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81
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81
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Arbeitspapier
Bibliographie enthalten
Aufsatz in Zeitschrift
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319
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6
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319
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Bollerslev, Tim
10
Clark, Todd E.
9
Clements, Michael P.
8
Diebold, Francis X.
8
Marcellino, Massimiliano
7
Patton, Andrew J.
7
Aït-Sahalia, Yacine
6
Carriero, Andrea
6
Koop, Gary
6
Swanson, Norman R.
6
Giacomini, Raffaella
5
Maheu, John M.
5
McCracken, Michael W.
5
Schorfheide, Frank
5
Timmermann, Allan
5
Wright, Jonathan H.
5
Andersen, Torben
4
Ghysels, Eric
4
Hallin, Marc
4
Kilian, Lutz
4
McAleer, Michael
4
Nielsen, Morten Ørregaard
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Fan, Jianqing
3
Franses, Philip Hans
3
Galvão, Ana Beatriz C.
3
Granger, C. W. J.
3
Hafner, Christian M.
3
Hong, Yongmiao
3
Huber, Florian
3
Jensen, Mark J.
3
Koopman, Siem Jan
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of applied econometrics
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
Working paper
119
Energy economics
118
Applied economics
117
Journal of economic dynamics & control
112
Journal of international money and finance
102
Applied economics letters
99
Journal of financial economics
98
International review of financial analysis
96
The European journal of finance
92
Risks : open access journal
88
International journal of theoretical and applied finance
87
Quantitative finance
86
International review of economics & finance : IREF
84
The review of financial studies
83
Econometric reviews
82
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)
319
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1
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:
2
Nowcasting from cross-sectionally dependent panels
Fosten, Jack
;
Nandi, Shaoni
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
Saved in:
3
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
4
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
6
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
7
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
8
Forecast uncertainty, disagreement, and the linear pool
Knüppel, Malte
;
Krüger, Fabian
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10013165163
Saved in:
9
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
10
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
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