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~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Welt"
~subject:"Wirtschaft"
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The U.S. business cycle, 1867-...
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Prognoseverfahren
Welt
Wirtschaft
Volatility
321
Volatilität
321
Theorie
260
Theory
260
USA
222
United States
220
Estimation theory
191
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191
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179
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Bollerslev, Tim
6
Patton, Andrew J.
5
Fan, Jianqing
4
Marcellino, Massimiliano
4
Andersen, Torben
3
Diebold, Francis X.
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Timmermann, Allan
3
Zhou, Hao
3
Barigozzi, Matteo
2
Carriero, Andrea
2
Koopman, Siem Jan
2
Liao, Yuan
2
Meddahi, Nour
2
Quaedvlieg, Rogier
2
Schorfheide, Frank
2
Valkanov, Rossen I.
2
Wright, Jonathan H.
2
Xiu, Dacheng
2
Altig, David
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barrero, Jose Maria
1
Bauer, Gregory H.
1
Bekaert, Geert
1
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1
Blair, Bevan J.
1
Blasques, Francisco
1
Bloom, Nicholas
1
Boivin, Jean
1
Breitung, Jörg
1
Busch, Thomas
1
Calvet, Laurent E.
1
Candelon, Bertrand
1
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
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National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
428
Energy economics
331
International journal of forecasting
309
NBER working paper series
286
Discussion paper / Centre for Economic Policy Research
226
Finance research letters
220
NBER Working Paper
218
Journal of forecasting
209
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
192
Applied economics
178
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168
SpringerLink / Bücher
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International review of financial analysis
156
Working paper
155
International review of economics & finance : IREF
152
CESifo working papers
144
Kieler Diskussionsbeiträge
140
Journal of international money and finance
136
Journal of banking & finance
127
The North American journal of economics and finance : a journal of financial economics studies
125
ECB Working Paper
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Applied economics letters
119
Economics letters
117
Working paper series / European Central Bank
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The review of financial studies
106
Discussion papers / CEPR
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Journal of empirical finance
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Springer eBook Collection
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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IMF working papers
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The journal of futures markets
85
International Journal of Energy Economics and Policy : IJEEP
78
Wirtschafts- und Verwaltungsstudien mit besonderer Berücksichtigung Bayerns
78
Monographien deutscher Wirtschaftsgebiete
77
Edward Elgar E-Book Archive
75
Discussion paper / Tinbergen Institute
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
CAMA working paper series
70
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ECONIS (ZBW)
84
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1
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:
2
Factor GARCH-Itô models for high-frequency data with application to large
volatility
matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
3
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
4
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
5
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
6
Forecasting S&P 100
volatility
: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
7
A multiple indicators model for
volatility
using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
8
Predicting
volatility
: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
9
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
10
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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