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~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
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Multivariate Analyse
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Allen, David E.
1
Behrens, Christoph
1
Clements, Adam
1
Coronado, Semei
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Feuerriegel, Stefan
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Gribisch, Bastian
1
Gómez, Víctor
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
23
Journal of econometrics
21
Econometric reviews
18
Journal of forecasting
13
Energy economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Discussion paper / Tinbergen Institute
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
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7
Discussion paper / Centre for Economic Policy Research
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Journal of empirical finance
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The European journal of finance
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Economic modelling
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Applied financial economics
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CESifo working papers
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CFS working paper series
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Cambridge working papers in economics
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1
Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.
;
Schroeder, Ted C.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
Saved in:
2
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
3
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Saved in:
4
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
5
Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach
Behrens, Christoph
- In:
Applied economics
52
(
2020
)
34
,
pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
Saved in:
6
Volatility-dependent correlations : further evidence of when, where and how
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 505-540
Persistent link: https://www.econbiz.de/10012056697
Saved in:
7
Monthly US business cycle indicators : a new multivariate approach based on a band-pass filter
Marczak, Martyna
;
Gómez, Víctor
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1379-1408
Persistent link: https://www.econbiz.de/10011944861
Saved in:
8
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
9
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
10
News sentiment and overshooting of exchange rates
Feuerriegel, Stefan
;
Wolff, Georg
;
Neumann, Dirk
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4238-4250
Persistent link: https://www.econbiz.de/10011640028
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