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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Bootstrap approach"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Forecasting model"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Bootstrap approach
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Forecasting model
Supply chain
Theory
United Kingdom
Theorie
54
Time series analysis
37
Zeitreihenanalyse
37
Estimation theory
33
Schätztheorie
33
Prognoseverfahren
24
Einheitswurzeltest
19
Unit root test
19
Volatility
15
Volatilität
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Bootstrap-Verfahren
12
Estimation
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11
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7
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7
Capital income
6
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6
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6
Kointegration
6
Option pricing theory
6
Optionspreistheorie
6
VAR model
6
VAR-Modell
6
Derivat
5
Derivative
5
Economic forecast
5
Heteroscedasticity
5
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71
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Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
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Statistik
Systematic review
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2
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Gouriéroux, Christian
Jarrow, Robert A.
Swanson, Norman R.
Taylor, Robert
Phillips, Peter C. B.
39
Timmermann, Allan
34
Pesaran, M. Hashem
32
Clements, Michael P.
29
Fildes, Robert
27
Makridakis, Spyros G.
26
Franses, Philip Hans
25
Hyndman, Rob J.
25
Koopman, Siem Jan
25
Goodwin, Paul
23
Kapetanios, George
23
Ghysels, Eric
22
Granger, C. W. J.
22
Koop, Gary
22
Linton, Oliver
22
Stekler, Herman O.
22
Diebold, Francis X.
20
Hendry, David F.
20
Marcellino, Massimiliano
20
Nikolopoulos, Konstantinos
19
Lahiri, Kajal
18
Taylor, James W.
18
Dijk, Dick van
17
McAleer, Michael
17
Lee, Lung-fei
16
Lucas, André
16
Yu, Jun
16
Önkal, Dilek
16
Corradi, Valentina
15
Tauchen, George Eugene
15
Bollerslev, Tim
14
Hidalgo, Javier
14
Petropoulos, Fotios
14
Armstrong, Jon Scott
13
Aït-Sahalia, Yacine
13
Dufour, Jean-Marie
13
Lewis-Beck, Michael S.
13
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International journal of forecasting
Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
18
Econometric reviews
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of banking & finance
8
Annales d'économie et de statistique
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
Oxford bulletin of economics and statistics
6
The quarterly journal of finance
6
Annual review of financial economics
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Economics letters
4
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
Journal of financial econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Econometrics : open access journal
2
Journal of applied econometrics
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of risk
2
Macroeconomic dynamics
2
Quantitative finance
2
Quantitative finance and economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic journal : the journal of the Royal Economic Society
2
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ECONIS (ZBW)
72
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
8
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
9
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
10
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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