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~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Volatility"
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Forecasting model
Volatility
Theorie
1,609
Theory
1,609
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
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167
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Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Schorfheide, Frank
5
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5
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4
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4
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4
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4
Koop, Gary
4
Maheu, John M.
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Clark, Todd E.
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Fan, Jianqing
3
Giacomini, Raffaella
3
Granger, C. W. J.
3
Hong, Yongmiao
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nielsen, Morten Ørregaard
3
Pettenuzzo, Davide
3
Taylor, Robert
3
West, Kenneth D.
3
Xiu, Dacheng
3
Yu, Jun
3
Zhang, Xinyu
3
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1
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
718
Journal of forecasting
445
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251
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238
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236
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192
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162
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161
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157
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155
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155
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139
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129
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127
European journal of operational research : EJOR
127
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127
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121
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117
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112
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104
Journal of international money and finance
102
Applied economics letters
99
International review of financial analysis
95
The European journal of finance
94
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91
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89
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87
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84
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81
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80
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76
CREATES research paper
75
The North American journal of economics and finance : a journal of financial economics studies
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
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ECONIS (ZBW)
233
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1
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
2
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
3
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
4
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
5
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
6
Econometric estimation in long-range dependent volatility models :
theory
and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
9
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
10
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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