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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~subject:"Forecasting model"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Volatility
Theory
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Diebold, Francis X.
90
Franses, Philip Hans
78
Marcellino, Massimiliano
78
Timmermann, Allan
76
Clark, Todd E.
65
Gupta, Rangan
65
McAleer, Michael
62
Härdle, Wolfgang
61
Koopman, Siem Jan
60
Bollerslev, Tim
56
Hyndman, Rob J.
56
Clements, Michael P.
54
Pesaran, M. Hashem
47
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47
Swanson, Norman R.
47
Dijk, Herman K. van
42
Kilian, Lutz
42
Ravazzolo, Francesco
41
Andersen, Torben
40
Koop, Gary
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38
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37
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37
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34
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32
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31
Lux, Thomas
30
Lütkepohl, Helmut
30
Carriero, Andrea
29
Giannone, Domenico
29
Petropoulos, Fotios
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27
Rossi, Barbara
27
Clements, Adam
26
Ghysels, Eric
26
Granger, C. W. J.
26
Huber, Florian
26
Martin, Gael M.
26
Schorfheide, Frank
26
Asai, Manabu
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
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10
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9
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Internationaler Währungsfonds / Research Department
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Svenska Handelshögskolan <Helsinki>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Federal Reserve Bank of San Francisco
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International Monetary Fund
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2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Danmarks Nationalbank
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
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International journal of forecasting
716
Journal of forecasting
444
Working paper / National Bureau of Economic Research, Inc.
237
Journal of econometrics
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Discussion paper / Centre for Economic Policy Research
161
Discussion paper / Tinbergen Institute
160
Journal of banking & finance
155
Economics letters
154
Economic modelling
139
Finance research letters
134
Journal of empirical finance
127
Computational economics
124
European journal of operational research : EJOR
124
Applied economics
117
Working paper
116
Energy economics
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)
14,431
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1
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10
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14,431
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
3
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
4
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
5
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
6
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
7
Learning from the past : the role of personal experiences in artificial stock markets
Lenhard, Gregor
-
2024
Recent survey evidence suggests that investors form beliefs about future stock returns by predominantly extrapolating their own experience: They overweight returns they have personally experienced while underweighting returns from earlier years and consequently expect high (low) stock market...
Persistent link: https://www.econbiz.de/10014490050
Saved in:
8
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
9
Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús
;
Yu, Yang
;
Zanetti, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014494108
Saved in:
10
Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?
Dreher, Sandra
;
Eichfelder, Sebastian
;
Noth, Felix
- In:
Journal of business economics : JBE
94
(
2024
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014494375
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