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~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences"
~subject:"Schätzung"
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Schätzung
Forecasting model
388
Prognoseverfahren
388
Russia
195
Russland
195
Forecast
166
Prognose
163
Theorie
158
Theory
158
Capital income
94
Kapitaleinkommen
94
Economic forecast
89
Wirtschaftsprognose
89
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84
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84
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82
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71
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71
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66
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54
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51
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50
ARCH-Modell
50
Neural networks
43
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43
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40
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33
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33
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27
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Gupta, Rangan
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Huang, Dengshi
2
Jawadi, Fredj
2
Lee, Doowon
2
McAleer, Michael
2
Shamsuddin, Abul
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wohar, Mark E.
2
Xu, Weiju
2
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2
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1
Andersson, Fredrik N. G.
1
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1
Arce, Paola
1
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
Bahramian, Pejman
1
Bai, Jiancheng
1
Bannigidadmath, Deepa
1
Belkacem, Lotfi
1
Boubaker, Heni
1
Brooks, Robert
1
Bu, Jinfeng
1
Caldeira, João F.
1
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1
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1
Chao, Shih-Wei
1
Cheffou, Abdoulkarim Idi
1
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1
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1
Chen, Nan-kuang
1
Chen, Rui
1
Chen, Shiu-sheng
1
Chen, Sichong
1
Chen, Wang
1
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1
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Computational economics
International review of economics & finance : IREF
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
International journal of forecasting
160
Journal of forecasting
110
Finance research letters
96
Applied economics
93
Working paper / National Bureau of Economic Research, Inc.
79
Journal of banking & finance
77
Economic modelling
76
Discussion paper / Centre for Economic Policy Research
71
International review of financial analysis
70
Journal of empirical finance
68
NBER working paper series
68
Applied economics letters
67
NBER Working Paper
67
Journal of econometrics
61
Journal of financial economics
60
Working paper
58
Energy economics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
The North American journal of economics and finance : a journal of financial economics studies
53
CESifo working papers
45
Economics letters
45
Journal of international money and finance
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of applied econometrics
36
Pacific-Basin finance journal
35
Discussion paper / Tinbergen Institute
34
Finance and economics discussion series
32
The European journal of finance
32
Journal of international financial markets, institutions & money
31
Discussion papers / CEPR
30
Applied financial economics
27
Discussion paper / Deutsche Bundesbank
27
International journal of finance & economics : IJFE
27
Journal of macroeconomics
27
Journal of money, credit and banking : JMCB
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The journal of futures markets
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
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ECONIS (ZBW)
82
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1
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
2
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
3
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
4
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
5
Does inflation targeting matter for price stability?
Guo, Minjie
;
Lim, Eun Son
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 1015-1032
Persistent link: https://www.econbiz.de/10014492280
Saved in:
6
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
7
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
8
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
9
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
10
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
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