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Zeitreihenanalyse
Forecasting model
153
Prognoseverfahren
153
Volatility
131
Volatilität
131
Theorie
78
Theory
78
ARCH model
59
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59
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Forecast
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realized volatility
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forecasting
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Brooks, Chris
3
Chen, Langnan
2
Funke, Michael
2
So, Mike Ka-pui
2
Tian, Fengping
2
Yang, Ke
2
Zhang, Bo
2
Abraham, Bovas
1
Abu-Mostafa, Yaser S.
1
Amendola, Alessandra
1
Arteche, Josu
1
Baghestani, Hamid
1
Balakrishna, N.
1
Bandholz, Harm
1
Baruník, Jozef
1
Buchen, Teresa
1
Busetti, Fabio
1
Chen, Bei
1
Chen, Cathy W. S.
1
Chen, Ming-tien
1
Choudhry, Taufiq
1
Cross, Jamie
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
García-Enríquez, Javier
1
Gel, Yulia R.
1
Gil-Alaña, Luis A.
1
Groß-Klußmann, Axel
1
Guerrero, Víctor M.
1
Guo, Na
1
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1
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1
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1
Hecq, Alain W. J.
1
Hou, Chenghan
1
Huang, Mao-Lung
1
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1
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Journal of forecasting
Journal of econometrics
158
Economic modelling
101
Energy economics
96
Discussion paper / Tinbergen Institute
88
International journal of forecasting
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Applied economics
72
Economics letters
67
CESifo working papers
54
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of empirical finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Finance research letters
49
Applied economics letters
44
Working paper
43
CREATES research paper
40
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
Econometrics : open access journal
35
International review of economics & finance : IREF
35
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
International Journal of Energy Economics and Policy : IJEEP
33
International review of financial analysis
33
Computational economics
31
Quantitative finance
30
Research in international business and finance
30
Journal of financial econometrics
29
Journal of banking & finance
28
International journal of economics and financial issues : IJEFI
26
Journal of risk and financial management : JRFM
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The econometrics journal
25
The empirical economics letters : a monthly international journal of economics
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Economics and finance working paper series
24
SFB 649 discussion paper
24
Applied financial economics
23
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
43
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1
A multiplicative error model with heterogeneous components for forecasting realized
volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
2
Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.
;
Silva, Eliud
;
Gómez, Nicolás
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
Saved in:
3
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
4
Forecasting mixed-frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
Journal of forecasting
33
(
2014
)
3
,
pp. 198-213
Persistent link: https://www.econbiz.de/10010424835
Saved in:
5
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
6
Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio
- In:
Journal of forecasting
21
(
2002
)
2
,
pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
Saved in:
7
Forecasting the federal budget with time-series models
Baghestani, Hamid
- In:
Journal of forecasting
11
(
1992
)
2
,
pp. 127-139
Persistent link: https://www.econbiz.de/10001136598
Saved in:
8
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
9
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
10
Daily FX
volatility
forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
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