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type_genre:"Article in journal"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
~type_genre:"Reprint"
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Search: subject_exact:"Theory"
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Prognoseverfahren
Stochastischer Prozess
USA
Volatility
Theory
363,803
Theorie
363,686
United States
26,046
Schätzung
19,585
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19,580
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12,897
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12,858
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12,552
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11,078
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9,840
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9,042
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9,022
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9,013
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8,065
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7,280
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7,254
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6,723
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6,723
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6,534
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6,527
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Diebold, Francis X.
96
Marcellino, Massimiliano
85
Franses, Philip Hans
84
Timmermann, Allan
83
Koopman, Siem Jan
75
Heckman, James J.
69
Gupta, Rangan
68
McAleer, Michael
67
Clark, Todd E.
65
Härdle, Wolfgang
65
Phillips, Peter C. B.
64
Bollerslev, Tim
61
Hyndman, Rob J.
57
Acemoglu, Daron
56
Kilian, Lutz
56
Clements, Michael P.
55
Caporale, Guglielmo Maria
54
Koop, Gary
54
Gil-Alaña, Luis A.
52
Pesaran, M. Hashem
51
Pierdzioch, Christian
51
Swanson, Norman R.
51
Dijk, Herman K. van
48
Lux, Thomas
48
Linton, Oliver
47
Christiano, Lawrence J.
45
Hendry, David F.
44
Schorfheide, Frank
44
Caballero, Ricardo J.
43
Glaeser, Edward L.
43
Ravazzolo, Francesco
43
Hautsch, Nikolaus
42
Herwartz, Helmut
41
Lucas, André
41
Escudero, Laureano F.
40
Engle, Robert F.
39
Andersen, Torben
38
Dijk, Dick van
38
Granger, C. W. J.
37
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36
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
National Bureau of Economic Research
35
European University Institute / Department of Economics
27
Federal Reserve Bank of St. Louis
19
Forschungsinstitut zur Zukunft der Arbeit
18
Ekonomiska forskningsinstitutet <Stockholm>
17
Federal Reserve System / Division of Research and Statistics
17
Robert Schuman Centre for Advanced Studies
16
Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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The Wharton Financial Institutions Center
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of Richmond
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Board of Governors
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Massachusetts Institute of Technology / Department of Economics
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Rutgers University / Department of Economics
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8
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8
Universität Mannheim
8
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7
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7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
Zentrum für Europäische Wirtschaftsforschung
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of Chicago
6
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Working paper / National Bureau of Economic Research, Inc.
1,433
European journal of operational research : EJOR
876
International journal of forecasting
730
Discussion paper / Centre for Economic Policy Research
472
Journal of forecasting
463
Computers & operations research : and their applications to problems of world concern ; an international journal
375
Journal of econometrics
367
Economics letters
352
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
348
International journal of production research
312
The American economic review
310
Working paper
301
Journal of banking & finance
282
Applied economics
274
The review of financial studies
274
Journal of economic dynamics & control
254
American journal of agricultural economics
252
The journal of finance : the journal of the American Finance Association
250
The review of economics and statistics
249
Discussion paper / Tinbergen Institute
235
Journal of monetary economics
231
CESifo working papers
229
Insurance / Mathematics & economics
225
Economic modelling
223
Journal of financial economics
220
International journal of production economics
213
Applied economics letters
202
Journal of political economy
199
Finance and economics discussion series
190
Discussion paper series / IZA
187
Energy economics
186
International journal of theoretical and applied finance
182
Journal of international money and finance
178
Journal of money, credit and banking : JMCB
175
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Journal of applied econometrics
172
Operations research letters
172
Computational economics
168
Journal of empirical finance
164
Finance research letters
162
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ECONIS (ZBW)
44,787
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1
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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
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
5
Risk aversion and favourite-longshot bias in a competitive fixed-odds betting market
Whelan, Karl
- In:
Economica
91
(
2024
)
361
,
pp. 188-209
Persistent link: https://www.econbiz.de/10014438599
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
8
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:
9
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:
10
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
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