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~isPartOf:"Journal of applied econometrics"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Journal of applied econometrics
Insurance / Mathematics & economics
40
Journal of econometrics
33
International journal of forecasting
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Econometric reviews
23
European journal of operational research : EJOR
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International journal of production research
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Journal of the American Statistical Association : JASA
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SFB 649 discussion paper
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Folia oeconomica
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SpringerLink / Bücher
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ECARES working paper
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Energy economics
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Journal of forecasting
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
International journal of theoretical and applied finance
10
Reihe Quantitative Ökonomie : Ökon
10
Discussion paper / Center for Economic Research, Tilburg University
9
Econometric Institute research papers
9
Journal of empirical finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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8
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Risks : open access journal
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Astin bulletin : the journal of the International Actuarial Association
7
CESifo working papers
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CFS working paper series
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
7
Discussion papers of interdisciplinary research project 373
7
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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1
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
2
Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia
;
Maheu, John M.
;
Song, Yong
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
Saved in:
3
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
4
Modelling and forecasting multivariate realized volatility
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 922-947
Persistent link: https://www.econbiz.de/10009408883
Saved in:
5
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
6
An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics
Korycka-Bień, Katarzyna
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Journal of applied econometrics
26
(
2011
)
4
,
pp. 669-707
Persistent link: https://www.econbiz.de/10010218082
Saved in:
7
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
8
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
9
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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