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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Prognoseverfahren
Time series analysis
USA
Volatility
89
Volatilität
89
Theorie
53
Theory
53
Stochastic process
44
Stochastischer Prozess
44
Zeitreihenanalyse
33
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28
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28
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25
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25
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22
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22
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19
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19
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18
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18
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15
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12
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9
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McAleer, Michael
6
Asai, Manabu
4
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
2
Amado, Cristina
1
Audrino, Francesco
1
Bandi, Federico M.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Catani, Paul
1
Chan, David
1
Chan, Joshua
1
Christodoulakis, George A.
1
Corsi, Fulvio
1
De Angelis, Luca
1
Dellaportas, Petros
1
Denison, David G. T.
1
Dimitrakopoulos, Stefanos
1
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1
Fernandes, Marcelo
1
Ftiti, Zied
1
Galbraith, John W.
1
Glickman, Mark E.
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Gu, Wentao
1
Han, Ai
1
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Econometric reviews
Working paper / National Bureau of Economic Research, Inc.
281
Energy economics
182
The journal of futures markets
157
Journal of econometrics
152
Finance research letters
143
International journal of forecasting
133
Journal of banking & finance
126
International review of financial analysis
125
Journal of forecasting
120
Journal of empirical finance
119
Economic modelling
118
Discussion paper / Tinbergen Institute
109
Applied economics
108
The North American journal of economics and finance : a journal of financial economics studies
107
The review of financial studies
100
International review of economics & finance : IREF
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Discussion paper / Centre for Economic Policy Research
90
Working paper
85
Applied financial economics
83
Economics letters
74
Journal of financial economics
72
NBER working paper series
71
The journal of finance : the journal of the American Finance Association
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Journal of international financial markets, institutions & money
61
Applied economics letters
60
Discussion paper series / IZA
60
Finance and economics discussion series
59
Journal of risk and financial management : JRFM
56
Quantitative finance
53
Journal of financial and quantitative analysis : JFQA
52
Research in international business and finance
52
Journal of international money and finance
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
CESifo working papers
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
NBER Working Paper
45
The American economic review
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
3
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
4
Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
5
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:
6
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:
7
Data cloning estimation for asymmetric stochastic
volatility
models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary
volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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