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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
2,265
Theory
2,265
Estimation theory
373
Schätztheorie
373
Time series analysis
367
Zeitreihenanalyse
367
Volatility
265
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262
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262
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213
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201
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Gupta, Rangan
7
Swanson, Norman R.
7
Patton, Andrew J.
6
Diebold, Francis X.
5
Timmermann, Allan
5
Bouri, Elie
4
Elliott, Graham
4
Koop, Gary
4
Schorfheide, Frank
4
Corradi, Valentina
3
Dijk, Herman K. van
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hallin, Marc
3
Hong, Yongmiao
3
Korobilis, Dimitris
3
Pettenuzzo, Davide
3
Pierdzioch, Christian
3
West, Kenneth D.
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Xinyu
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Brennan, Michael J.
2
Carriero, Andrea
2
Chen, Cathy W. S.
2
Chen, Xiaohong
2
Clark, Todd E.
2
Demirer, Rıza
2
Fan, Jianqing
2
Geweke, John
2
Gonzalo, Jesús
2
Granger, C. W. J.
2
Inoue, Atsushi
2
Jin, Xin
2
Koo, Bonsoo
2
Liao, Yuan
2
Linton, Oliver
2
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National Bureau of Economic Research
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Finance research letters
Journal of econometrics
International journal of forecasting
712
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
European journal of operational research : EJOR
112
Discussion paper / Tinbergen Institute
90
Computational economics
89
NBER Working Paper
89
NBER working paper series
89
Discussion paper / Centre for Economic Policy Research
88
Working paper / National Bureau of Economic Research, Inc.
86
Economic modelling
81
Economics letters
81
Applied economics
77
Technological forecasting & social change : an international journal
77
Energy economics
75
Journal of empirical finance
74
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Working paper
67
Applied economics letters
66
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Journal of applied econometrics
64
Risks : open access journal
64
Journal of banking & finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
CESifo working papers
52
International journal of production economics
52
The European journal of finance
51
Journal of economic dynamics & control
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Quantitative finance
50
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
47
CREATES research paper
46
Insurance / Mathematics & economics
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
ECB Working Paper
44
Journal of international money and finance
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ECONIS (ZBW)
201
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1
COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei
;
Cheng, Lu
;
Liu, Ranran
;
Zheng, Xiaolong
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
Saved in:
2
The spillover effect of economic policy uncertainty : evidence from analyst behaviors in Hong Kong
Zhu, Zhaobo
;
Lin, Hang
;
Chen, Min
;
Han, Peiwen
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472119
Saved in:
3
Forecasting oil price volatility using spillover effects from uncertainty indices
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Delis, …
- In:
Finance research letters
42
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014580430
Saved in:
4
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
5
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
6
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
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7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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8
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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9
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
10
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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