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ARCH model
Prognoseverfahren
41,457
Forecasting model
40,462
Schätztheorie
36,182
Estimation theory
35,555
Theorie
23,423
Theory
22,801
Schätzung
11,485
Zeitreihenanalyse
11,264
Estimation
11,256
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11,039
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7,009
Leading indicator
6,830
Prognose
6,475
Forecast
6,160
USA
5,492
Kapitaleinkommen
5,452
Capital income
5,435
United States
5,318
Regressionsanalyse
5,158
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5,158
Regression analysis
5,136
Volatility
5,095
Börsenkurs
4,348
Wirtschaftsprognose
4,302
Share price
4,286
Economic forecast
4,196
Deutschland
3,743
Nichtparametrisches Verfahren
3,711
Nonparametric statistics
3,617
Germany
3,391
Welt
3,213
World
3,117
Bayes-Statistik
2,791
Bayesian inference
2,736
ARCH-Modell
2,726
Konjunktur
2,673
Business cycle
2,526
Statistische Verteilung
2,417
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2,376
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Arbeitspapier
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Thesis
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Collection of articles written by one author
8
Sammlung
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English
2,679
German
7
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1
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Ma, Feng
61
Gupta, Rangan
51
McAleer, Michael
37
Zhang, Yaojie
33
Francq, Christian
28
Liang, Chao
23
Zakoïan, Jean-Michel
23
Ardia, David
21
Caporin, Massimiliano
21
Engle, Robert F.
21
Teräsvirta, Timo
20
Wang, Yudong
20
Wei, Yu
19
Kumar, Dilip
17
Bouri, Elie
16
Degiannakis, Stavros
16
Paolella, Marc S.
16
Rahbek, Anders
16
Wu, Xinyu
16
Chen, Cathy W. S.
15
Hafner, Christian M.
15
Molnár, Peter
15
Sheppard, Kevin
15
Trojani, Fabio
15
Ñíguez, Trino-Manuel
15
Audrino, Francesco
14
Bauwens, Luc
12
Blazsek, Szabolcs
12
Bollerslev, Tim
12
Huang, Zhuo
12
Lu, Xinjie
12
Nonejad, Nima
12
Salisu, Afees A.
12
Storti, Giuseppe
12
Wang, Jiqian
12
Catania, Leopoldo
11
Chlebus, Marcin
11
Laurent, Sébastien
11
Linton, Oliver
11
Liu, Jing
11
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National Bureau of Economic Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Econometrisch Instituut <Rotterdam>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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International journal of forecasting
83
Finance research letters
82
Energy economics
80
Journal of forecasting
75
Journal of econometrics
67
Applied economics
45
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
International review of financial analysis
41
Econometric theory
35
Economic modelling
35
Economics letters
35
International review of economics & finance : IREF
35
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Applied economics letters
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of banking & finance
23
Econometric reviews
22
Journal of risk and financial management : JRFM
22
Journal of international financial markets, institutions & money
21
Journal of risk
21
The European journal of finance
21
Computational economics
20
Applied financial economics
19
Department of Economics working paper series
19
International journal of finance & economics : IJFE
18
Journal of financial econometrics
17
Working papers
17
International Journal of Energy Economics and Policy : IJEEP
16
Quantitative finance
16
The econometrics journal
16
Research in international business and finance
15
Risks : open access journal
15
Econometric Institute research papers
13
Econometrics : open access journal
13
International journal of economics and financial issues : IJEFI
13
Journal of time series econometrics
13
CREATES research paper
12
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ECONIS (ZBW)
2,691
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1
Yield spreads as predictors of industrial production : expectations on short rates or term premia?
Hejazi, Walid
- In:
Applied economics
32
(
2000
)
8
,
pp. 945-951
Persistent link: https://www.econbiz.de/10001522337
Saved in:
2
The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
3
Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B.
-
1990
Persistent link: https://www.econbiz.de/10000811128
Saved in:
4
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
5
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
8
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
10
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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