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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international economics"
~language:"eng"
~language:"nor"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Prognoseverfahren
Schätzung
Theorie
3,244
Theory
3,244
Estimation theory
1,688
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1,688
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945
Time series analysis
777
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777
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637
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636
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Timmermann, Allan
18
Linton, Oliver
14
Todorov, Viktor
14
Bollerslev, Tim
12
Patton, Andrew J.
12
Ghysels, Eric
11
Pesaran, M. Hashem
11
Swanson, Norman R.
11
Diebold, Francis X.
10
Koop, Gary
10
Tauchen, George Eugene
10
Kapetanios, George
9
Phillips, Peter C. B.
9
Su, Liangjun
9
Andersen, Torben
8
Clark, Todd E.
8
Koopman, Siem Jan
8
Taylor, Robert
8
Dijk, Herman K. van
7
Sarno, Lucio
7
Xiu, Dacheng
7
Zhang, Xinyu
7
Aït-Sahalia, Yacine
6
Baillie, Richard
6
Cai, Zongwu
6
Hsiao, Cheng
6
Li, Jia
6
Marcellino, Massimiliano
6
McCracken, Michael W.
6
Rossi, Barbara
6
Schorfheide, Frank
6
Wang, Yudong
6
Barigozzi, Matteo
5
Corradi, Valentina
5
Dijk, Dick van
5
Elliott, Graham
5
Gao, Jiti
5
Giacomini, Raffaella
5
Kim, Donggyu
5
Lee, Ji Hyung
5
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HFDF <1, 1995, Zürich>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Journal of empirical finance
Journal of international economics
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2,261
International journal of forecasting
1,631
Applied economics letters
1,574
Intereconomics : review of European economic policy
1,403
Economic modelling
1,281
Energy economics
1,112
Economics letters
1,028
Journal of common market studies : JCMS
1,008
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
936
Journal of forecasting
924
Journal of international money and finance
792
Finance research letters
786
Journal of banking & finance
772
International review of economics & finance : IREF
669
International review of financial analysis
591
Applied financial economics
586
European economic review : EER
561
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
560
Technological forecasting & social change : an international journal
551
Journal of applied econometrics
504
The North American journal of economics and finance : a journal of financial economics studies
452
Journal of macroeconomics
434
Journal of international financial markets, institutions & money
424
The world economy : the leading journal on international economic relations
403
International Journal of Energy Economics and Policy : IJEEP
402
European journal of operational research : EJOR
390
International journal of finance & economics : IJFE
385
Research in international business and finance
379
Journal of policy modeling : JPMOD ; a social science forum of world issues
374
The European journal of finance
371
The American economic review
368
Journal of economic dynamics & control
367
Labour economics : official journal of the European Association of Labour Economists
362
The empirical economics letters : a monthly international journal of economics
361
The review of economics and statistics
358
Empirica : journal of european economics
348
Journal of risk and financial management : JRFM
348
International journal of economics and financial issues : IJEFI
344
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ECONIS (ZBW)
1,409
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1
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
3
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
4
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
5
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
6
Options trading imbalance, cash-flow news, and discount-rate news
Chichernea, Doina
;
Huang, Kershen
;
Petkevich, Alex
; …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578565
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
9
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
10
Bond issuance and the funding choices of European banks : the consequences of public debt
Rancan, Michela
;
Cariboni, Jessica
;
Keasey, Kevin
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477059
Saved in:
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