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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"zho"
~subject:"Economic growth"
~subject:"Productivity"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Strategisches Management"
~subject:"Volatilität"
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Economic growth
Productivity
Prognoseverfahren
Risiko
Shock
Strategisches Management
Volatilität
Theorie
1,608
Theory
1,608
Estimation theory
368
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326
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326
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166
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Aït-Sahalia, Yacine
7
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7
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7
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6
Diebold, Francis X.
6
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6
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5
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5
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4
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4
Fan, Jianqing
4
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4
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4
Maheu, John M.
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
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Giacomini, Raffaella
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Granger, C. W. J.
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Korobilis, Dimitris
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Liao, Yuan
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Linton, Oliver
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Marcellino, Massimiliano
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Mykland, Per A.
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Nielsen, Morten Ørregaard
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Pesaran, M. Hashem
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Pettenuzzo, Davide
3
Steel, Mark F. J.
3
Taylor, Robert
3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
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927
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893
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849
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724
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618
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525
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449
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441
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427
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384
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348
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314
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281
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275
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269
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269
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256
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233
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207
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194
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191
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185
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184
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IMF working papers
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176
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173
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ECONIS (ZBW)
273
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1
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10
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273
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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