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Geldpolitik
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Conference on Frameworks for Central Banking in the Next Century <2014, Stanford, Calif.>
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Journal of economic dynamics & control
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2,099
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ECONIS (ZBW)
569
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1
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569
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1
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
2
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
Saved in:
3
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
4
Evolving macroeconomic perceptions and the term structure of interest rates
Orphanides, Athanasios
;
Wei, Min
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 239-254
Persistent link: https://www.econbiz.de/10009489611
Saved in:
5
Comparing DSGE-VAR forecasting models : how big are the differences?
Ghent, Andra C.
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 864-882
Persistent link: https://www.econbiz.de/10003844053
Saved in:
6
The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations
Hagenhoff, Tim
;
Lustenhouwer, Joep
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014285102
Saved in:
7
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
8
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
9
Improving the value at risk forecasts : theory and evidence from the financial crisis
Halbleib, Roxana
;
Pohlmeier, Winfried
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1212-1228
Persistent link: https://www.econbiz.de/10009655698
Saved in:
10
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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