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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
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165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
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124
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113
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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
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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
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
Pettenuzzo, Davide
3
Taylor, Robert
3
West, Kenneth D.
3
Xiu, Dacheng
3
Yu, Jun
3
Zhang, Xinyu
3
Banerjee, Anindya
2
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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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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
Economic modelling
138
Finance research letters
134
Journal of empirical finance
127
Computational economics
124
European journal of operational research : EJOR
124
Applied economics
117
Energy economics
115
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115
Journal of economic dynamics & control
110
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
Journal of applied econometrics
89
International journal of theoretical and applied finance
87
International review of economics & finance : IREF
84
Risks : open access journal
83
Econometric reviews
82
Quantitative finance
82
The review of financial studies
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
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ECONIS (ZBW)
230
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71
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
72
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
73
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
Saved in:
74
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
75
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
76
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
77
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
78
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Saved in:
79
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
80
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
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