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~isPartOf:"Econometric reviews"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject:"State space"
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Prognoseverfahren
Volatility
State space model
75
Zustandsraummodell
75
Time series analysis
49
Zeitreihenanalyse
49
Theorie
46
Theory
46
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20
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Jawadi, Fredj
2
Audrino, Francesco
1
Bahramian, Pejman
1
Boubaker, Heni
1
Bu, Ruijun
1
Canarella, Giorgio
1
Chan, Joshua
1
Chen, Yi-Ting
1
Corsi, Fulvio
1
Filipova, Kameliya
1
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1
Ftiti, Zied
1
Ge, Ruihuan
1
Ghosh, Indranil
1
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1
Han, Lu
1
Hueng, C. James
1
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1
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1
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1
Kiani, Khurshid M.
1
Koopman, Siem Jan
1
Lai, Wan-Ni
1
Li, Yuyi
1
Louhichi, Waël
1
Mahieu, Ronald J.
1
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Saliminezhad, Andisheh
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1
Sermpinis, Georgios
1
Stasinakis, Charalampos
1
Sun, Edward W.
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Computational economics
Econometric reviews
International journal of forecasting
52
Discussion paper / Tinbergen Institute
42
Journal of forecasting
34
Energy economics
26
Economic modelling
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
14
Applied economics
13
CAMA working paper series
12
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of financial analysis
10
Journal of empirical finance
10
Tinbergen Institute Discussion Paper
10
European journal of operational research : EJOR
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
CESifo working papers
6
Finmap working paper
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International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Quantitative finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Econometrics : open access journal
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
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Journal of banking & finance
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Journal of macroeconomics
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Research paper series / Swiss Finance Institute
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The econometrics journal
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ECONIS (ZBW)
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
Integrating wavelet decomposition and fuzzy transformation for improving the accuracy of forecasting crude oil price
Saghi, Faramarz
;
Rezaee, Mustafa Jahangoshai
- In:
Computational economics
61
(
2023
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10014228453
Saved in:
3
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
4
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
5
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
6
Does capacity utilization predict inflation? : a wavelet based evidence from United States
Bahramian, Pejman
;
Saliminezhad, Andisheh
- In:
Computational economics
58
(
2021
)
4
,
pp. 1103-1125
Persistent link: https://www.econbiz.de/10012697888
Saved in:
7
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
8
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
9
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
10
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey
;
Hueng, C. James
- In:
Computational economics
54
(
2019
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Saved in:
1
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