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~subject:"ARCH-Modell"
~subject:"Inflation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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ARCH-Modell
Inflation
Forecasting model
19,874
Prognoseverfahren
19,873
Theorie
6,455
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6,455
Forecast
3,165
Prognose
3,109
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3,013
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3,012
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2,986
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2,977
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2,716
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2,716
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2,272
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2,272
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2,084
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2,082
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1,997
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1,997
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1,485
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1,485
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1,409
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1,246
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1,246
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1,226
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1,080
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1,077
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1,076
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1,076
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1,024
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1,007
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1,005
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977
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977
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955
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954
forecasting
953
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815
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Ma, Feng
59
Gupta, Rangan
35
Zhang, Yaojie
32
Liang, Chao
23
Wang, Yudong
20
Wei, Yu
18
Degiannakis, Stavros
17
Kumar, Dilip
15
Wu, Xinyu
14
Bratu, Mihaela
13
Lu, Xinjie
12
Molnár, Peter
12
Nonejad, Nima
12
Wang, Jiqian
12
Clements, Michael P.
11
Liu, Jing
11
Pincheira, Pablo
11
Wang, Lu
11
Li, Yan
10
Wahab, M. I. M.
10
Blazsek, Szabolcs
9
Chen, Cathy W. S.
9
Huang, Dengshi
9
McMillan, David G.
9
Bouri, Elie
8
He, Mengxi
8
McAleer, Michael
8
Rossi, Barbara
8
Szyszko, Magdalena
8
Wu, Chongfeng
8
Baghestani, Hamid
7
Balcilar, Mehmet
7
Catania, Leopoldo
7
Filis, George
7
Liu, Xiaoquan
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Yin, Libo
7
Zeng, Qing
7
Ardia, David
6
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International journal of forecasting
165
Journal of forecasting
123
Energy economics
77
Applied economics
64
Finance research letters
58
Economic modelling
50
The North American journal of economics and finance : a journal of financial economics studies
46
International review of financial analysis
42
International review of economics & finance : IREF
37
Journal of empirical finance
35
Applied economics letters
34
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of econometrics
24
Applied financial economics
22
Journal of international financial markets, institutions & money
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of applied econometrics
17
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of money, credit and banking : JMCB
16
Research in international business and finance
16
The European journal of finance
16
Computational economics
15
International journal of finance & economics : IJFE
15
Quantitative finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of financial econometrics
13
Journal of economic dynamics & control
12
Journal of international money and finance
12
Pacific-Basin finance journal
12
Risks : open access journal
12
Econometrics : open access journal
11
International journal of economics and finance
11
Journal of risk
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Econometric reviews
10
CBN journal of applied statistics
9
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ECONIS (ZBW)
1,987
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1
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10
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1,987
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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
Modeling and
forecasting
closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
3
What do firms tell us about the inflation outlook?
Johal, Amardeep
;
Kemp, Jonathan
;
McLoughlin, Kate
;
Zang, Max
- In:
Bulletin / Reserve Bank of Australia
(
2024
),
pp. 29-35
Persistent link: https://www.econbiz.de/10014526246
Saved in:
4
Volatility
forecasting
with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
5
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Kristjanpoller Rodríguez, Werner
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-32
best
forecasting
from heterogeneous autoregressive and long short-term memory models are used to determine the infuence of …
Persistent link: https://www.econbiz.de/10014535318
Saved in:
6
Response bias in survey measures of expectations : evidence from the survey of consumer expectations' inflation module
Comerford, David A.
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
4
,
pp. 933-953
Persistent link: https://www.econbiz.de/10014545041
Saved in:
7
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
8
A False Discovery Rate approach to optimal volatility
forecasting
model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
9
Forecasting
euro area inflation using a huge panel of survey expectations
Huber, Florian
;
Onorante, Luca
;
Pfarrhofer, Michael
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1042-1054
Persistent link: https://www.econbiz.de/10014547252
Saved in:
10
Do professional forecasters believe in the Phillips curve?
Clements, Michael P.
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1238-1254
Persistent link: https://www.econbiz.de/10014547275
Saved in:
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