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Forecasting model
Theorie
622,279
Theory
607,191
USA
40,923
United States
39,850
Schätzung
29,741
Estimation
29,014
Welt
24,674
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Geldpolitik
22,397
Deutschland
22,307
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21,666
Germany
20,938
Portfolio-Management
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Portfolio selection
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Risiko
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Risk
17,641
Mathematische Optimierung
16,943
Mathematical programming
16,837
Optionspreistheorie
14,730
Prognoseverfahren
14,350
Option pricing theory
14,272
Volatilität
13,438
Wirtschaftswachstum
13,200
Volatility
13,157
Zeitreihenanalyse
13,121
Time series analysis
12,730
Spieltheorie
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Economic growth
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Stochastischer Prozess
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Stochastic process
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Game theory
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Experiment
11,514
Börsenkurs
11,335
Share price
11,135
Schätztheorie
10,578
Asymmetrische Information
10,548
CAPM
10,319
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Diebold, Francis X.
132
Timmermann, Allan
103
Clark, Todd E.
94
Franses, Philip Hans
94
Marcellino, Massimiliano
82
Ravazzolo, Francesco
81
Clements, Michael P.
78
Swanson, Norman R.
66
Gupta, Rangan
59
Hyndman, Rob J.
59
Hendry, David F.
58
McCracken, Michael W.
58
Koop, Gary
52
Pesaran, M. Hashem
50
Dijk, Herman K. van
48
Giannone, Domenico
46
McAleer, Michael
46
Schorfheide, Frank
45
Kilian, Lutz
44
Koopman, Siem Jan
40
Athanasopoulos, George
39
Rossi, Barbara
39
Bollerslev, Tim
38
Casarin, Roberto
37
Granger, C. W. J.
37
Härdle, Wolfgang
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Pierdzioch, Christian
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Giacomini, Raffaella
32
Lahiri, Kajal
32
Petropoulos, Fotios
32
Dijk, Dick van
30
Ghysels, Eric
30
Guidolin, Massimo
30
Shin, Minchul
30
Watson, Mark W.
30
Carriero, Andrea
29
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National Bureau of Economic Research
104
European University Institute / Department of Law
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of San Francisco
4
Federal Reserve Bank of St. Louis
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Canterbury / Dept. of Economics and Finance
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
IGI Global
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
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Published in...
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International journal of forecasting
732
Journal of forecasting
447
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
European journal of operational research : EJOR
116
Discussion paper / Tinbergen Institute
97
Discussion paper / Centre for Economic Policy Research
94
Economic modelling
91
NBER Working Paper
91
NBER working paper series
91
Computational economics
89
Working paper / National Bureau of Economic Research, Inc.
87
Economics letters
84
Journal of empirical finance
82
Energy economics
81
Working paper
81
Applied economics
79
Technological forecasting & social change : an international journal
76
Finance research letters
75
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Journal of banking & finance
73
Journal of applied econometrics
71
Risks : open access journal
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Applied economics letters
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Quantitative finance
59
The European journal of finance
56
Working paper series / European Central Bank
54
CESifo working papers
53
International journal of production economics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Journal of economic dynamics & control
51
CREATES research paper
50
The North American journal of economics and finance : a journal of financial economics studies
50
Insurance / Mathematics & economics
48
International review of financial analysis
47
SFB 649 discussion paper
46
Econometric reviews
43
International journal of production research
43
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ECONIS (ZBW)
14,072
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1
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
2
Symposium on stochastic volatility : an introductory overview
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 151-157
Persistent link: https://www.econbiz.de/10009548135
Saved in:
3
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
4
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
5
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
6
Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
Saved in:
7
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
8
Prognosefähigkeit des Black & Scholes Modells : empirische Untersuchung auf Bewertungstendenzen and der Eurex
Gaschik, David
;
Hoffjan, Andreas
;
Siemes, Andreas
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
5
(
2003
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10001731463
Saved in:
9
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
10
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
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