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type_genre:"Article in journal"
~subject:"Prognoseverfahren"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Reprint"
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Prognoseverfahren
USA
Volatility
Theory
367,336
Theorie
367,219
United States
26,243
Schätzung
19,616
Estimation
19,609
Geldpolitik
13,038
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12,975
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12,644
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12,642
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11,178
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11,154
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11,151
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11,119
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11,119
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11,084
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9,919
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9,871
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9,076
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9,056
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9,047
Estimation theory
8,087
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8,087
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7,801
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7,415
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7,357
Asymmetrische Information
7,293
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7,284
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6,737
Share price
6,734
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6,731
Deutschland
6,715
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6,693
Stochastic process
6,691
Germany
6,614
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6,541
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6,534
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13,505
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794
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Diebold, Francis X.
96
Timmermann, Allan
84
Franses, Philip Hans
83
Marcellino, Massimiliano
83
Koopman, Siem Jan
68
Gupta, Rangan
67
Clark, Todd E.
65
Heckman, James J.
65
Härdle, Wolfgang
63
McAleer, Michael
63
Bollerslev, Tim
61
Hyndman, Rob J.
57
Acemoglu, Daron
56
Clements, Michael P.
53
Koop, Gary
53
Pesaran, M. Hashem
51
Swanson, Norman R.
51
Caporale, Guglielmo Maria
50
Pierdzioch, Christian
50
Kilian, Lutz
48
Dijk, Herman K. van
46
Christiano, Lawrence J.
45
Glaeser, Edward L.
44
Schorfheide, Frank
44
Caballero, Ricardo J.
43
Gil-Alaña, Luis A.
43
Hendry, David F.
42
Ravazzolo, Francesco
42
Herwartz, Helmut
41
Hautsch, Nikolaus
40
Andersen, Torben
38
Dijk, Dick van
38
Lux, Thomas
38
Lucas, André
37
Engle, Robert F.
36
Greenwood, Jeremy
36
Bekaert, Geert
35
Fernández-Villaverde, Jesús
35
Lütkepohl, Helmut
35
Granger, C. W. J.
34
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National Bureau of Economic Research
52
European University Institute / Department of Economics
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Federal Reserve Bank of St. Louis
21
Forschungsinstitut zur Zukunft der Arbeit
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Robert Schuman Centre for Advanced Studies
16
Federal Reserve Bank of New York
15
Federal Reserve System / Division of Research and Statistics
15
Federal Reserve Bank of San Francisco
14
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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University of Strathclyde / Department of Economics
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Federal Reserve Bank of Cleveland
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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 System / Board of Governors
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Centre for Analytical Finance <Århus>
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Massachusetts Institute of Technology / Department of Economics
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Rutgers University / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Conference on Research in Income and Wealth
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Zentrum für Europäische Wirtschaftsforschung
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American Marketing Association
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Boston College / Department of Economics
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Centre for Economic Policy Research
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Federal Reserve Bank of Chicago
7
Georgetown University / Economics Department
7
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7
Universität Mannheim
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Columbia University / Department of Economics
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Federal Reserve Bank of Minneapolis / Research Department
6
Stanford Institute for Economic Policy Research
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Umeå Universitet / Institutionen för Nationalekonomi
6
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Working paper / National Bureau of Economic Research, Inc.
1,412
International journal of forecasting
727
Journal of forecasting
460
Discussion paper / Centre for Economic Policy Research
458
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
Journal of econometrics
305
Working paper
291
Journal of banking & finance
270
Applied economics
266
The review of financial studies
265
The journal of finance : the journal of the American Finance Association
246
The review of economics and statistics
246
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
Journal of financial economics
213
CESifo working papers
207
Discussion paper / Tinbergen Institute
203
Journal of economic dynamics & control
203
Economic modelling
194
Journal of political economy
192
Applied economics letters
188
International journal of production research
188
Finance and economics discussion series
184
Discussion paper series / IZA
180
Journal of international money and finance
172
Journal of money, credit and banking : JMCB
171
Journal of applied econometrics
168
Energy economics
164
Journal of empirical finance
158
Journal of macroeconomics
157
Economic inquiry : journal of the Western Economic Association International
146
Finance research letters
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)
39,757
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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