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~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
~subject:"Frühindikator"
~subject:"Schätzung"
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Search: ("Konjunkturprognose" OR "Prognose") AND NOT isPartOf:Wirtschaftsdienst
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ARCH model
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McAleer, Michael
21
Franses, Philip Hans
10
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Asai, Manabu
4
Dijk, Dick van
4
Pérez Amaral, Teodosio
4
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric Institute research papers
International journal of forecasting
339
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216
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139
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118
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114
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103
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100
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95
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93
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92
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91
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85
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84
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79
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77
The North American journal of economics and finance : a journal of financial economics studies
77
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67
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65
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63
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61
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61
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52
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45
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38
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DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
35
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1
Professional forecasters and january
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149747
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2
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003877073
Saved in:
4
Improved construction of diffusion indexes for macroeconomic forecasting
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003303551
Saved in:
5
Do commercial real estate prices have predictive content for GDP?
Groot, Bert de
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010360671
Saved in:
6
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
7
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
8
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
9
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
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