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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~subject:"Forecasting model"
~subject:"Schätzung"
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Forecasting model
Schätzung
Time series analysis
148
Zeitreihenanalyse
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66
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53
Volatility
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Volatilität
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Gil-Alaña, Luis A.
5
Österholm, Pär
5
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
Hartkopf, Jan Patrick
2
Kiss, Tamás
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
International journal of forecasting
471
Journal of forecasting
249
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economic modelling
149
Applied economics
148
Discussion paper / Tinbergen Institute
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Energy economics
106
CESifo working papers
102
Working paper / Department of Econometrics and Business Statistics, Monash University
102
Applied economics letters
101
Working paper
101
Economics letters
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Computational economics
65
Econometric reviews
65
Journal of applied econometrics
62
Journal of empirical finance
59
CREATES research paper
53
International review of economics & finance : IREF
51
The North American journal of economics and finance : a journal of financial economics studies
50
CAMA working paper series
44
Discussion paper series / IZA
43
International Journal of Energy Economics and Policy : IJEEP
43
Working paper series / European Central Bank
42
Journal of risk and financial management : JRFM
40
Journal of banking & finance
39
Applied financial economics
37
Discussion paper
37
Econometrics : open access journal
36
European journal of operational research : EJOR
36
Journal of economic dynamics & control
36
The empirical economics letters : a monthly international journal of economics
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
Journal of international money and finance
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Journal of macroeconomics
34
Macroeconomic dynamics
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ECONIS (ZBW)
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1
Determining risk model confidence sets
Cummins, Mark
;
Dowling, Michael
;
Esposito, Francesco
- In:
Finance research letters
22
(
2017
),
pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
Saved in:
2
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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3
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
4
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
5
How does short selling affect liquidity in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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6
Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao
- In:
Finance research letters
27
(
2018
),
pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
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7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
8
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
9
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
10
Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan
;
Hong, Yongmiao
- In:
Finance research letters
8
(
2011
)
2
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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