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Forecasting model
Schätzung
131,177
Estimation
125,045
Börsenkurs
52,662
Share price
51,138
Theorie
47,908
Theory
46,922
USA
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17,073
Volatilität
16,417
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16,203
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16,001
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12,458
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12,326
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9,563
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9,538
Monetary policy
9,341
EU-Staaten
9,323
Prognoseverfahren
9,317
Impact assessment
9,296
Hypothek
8,999
Mortgage
8,922
EU countries
8,843
Wirtschaftswachstum
8,807
Economic growth
8,601
Finanzkrise
8,333
Financial crisis
8,282
CAPM
7,968
Portfolio-Management
7,558
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Gupta, Rangan
136
Ma, Feng
64
Pierdzioch, Christian
62
McMillan, David G.
54
Marcellino, Massimiliano
53
McAleer, Michael
44
Timmermann, Allan
39
Zaremba, Adam
37
Wang, Yudong
36
Pesaran, M. Hashem
35
Zhang, Yaojie
35
Diebold, Francis X.
33
Narayan, Paresh Kumar
32
Ghysels, Eric
31
Salisu, Afees A.
30
Zhou, Guofu
30
Franses, Philip Hans
29
Swanson, Norman R.
29
Bollerslev, Tim
28
Clark, Todd E.
28
Koopman, Siem Jan
28
Ravazzolo, Francesco
28
Zhou, Hao
27
Huber, Florian
26
Schorfheide, Frank
26
Härdle, Wolfgang
25
Kilian, Lutz
24
Siliverstovs, Boriss
24
Bouri, Elie
23
Döpke, Jörg
23
Guidolin, Massimo
23
Herwartz, Helmut
23
Baumeister, Christiane
22
Lux, Thomas
22
Wohar, Mark E.
22
Balcilar, Mehmet
21
Jiang, Fuwei
21
Bekaert, Geert
20
Koop, Gary
20
Pettenuzzo, Davide
20
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
5
Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Institut für Weltwirtschaft
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Federal Reserve Bank of Cleveland
3
Springer Fachmedien Wiesbaden
3
Verlag Dr. Kovač
3
Birkbeck College / Department of Economics
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
Narodna Banka na Republika Makedonija
2
National Institute of Economic and Social Research
2
OECD
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
School of Economics, Mathematics and Statistics <London>
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Chicago / Center for Research in Security Prices
2
University of Exeter / Department of Economics
2
Berliner Wissenschafts-Verlag
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
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Bundesinstitut für Bevölkerungsforschung
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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1
Deutsche Gesellschaft für Bevölkerungswissenschaft / Arbeitskreis Bevölkerungswissenschaftliche Methoden
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Law
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
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International journal of forecasting
202
Finance research letters
169
Journal of forecasting
160
Journal of banking & finance
121
International review of financial analysis
111
Journal of empirical finance
106
Applied economics
102
Journal of financial economics
86
Energy economics
84
International review of economics & finance : IREF
82
Journal of econometrics
82
Economic modelling
80
The North American journal of economics and finance : a journal of financial economics studies
76
Applied economics letters
75
NBER working paper series
73
Working paper / National Bureau of Economic Research, Inc.
66
NBER Working Paper
64
Discussion paper / Centre for Economic Policy Research
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Working paper
62
Economics letters
60
Pacific-Basin finance journal
57
Discussion paper / Tinbergen Institute
55
The European journal of finance
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Research in international business and finance
47
Journal of international money and finance
46
Finance and economics discussion series
43
Journal of international financial markets, institutions & money
42
CESifo working papers
40
Quantitative finance
39
Journal of applied econometrics
38
Management science : journal of the Institute for Operations Research and the Management Sciences
38
The journal of futures markets
38
Computational economics
36
Department of Economics working paper series
36
International journal of finance & economics : IJFE
36
Journal of economic dynamics & control
35
Applied financial economics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
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ECONIS (ZBW)
9,117
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1
mortgage
-backed securities
Deku, Solomon Y.
;
Kara, Alper
;
Semeyutin, Artur
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10012432632
Saved in:
2
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
3
Forecasting
mortgage
defaults : evidence from UK portfolio-level data
Makropoulos, Alexios
;
Savvopoulos, Anastasios
;
Jones, …
- In:
International journal of computational economics and …
5
(
2015
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10011342888
Saved in:
4
Forecasting credit default swap premiums with Google search volume
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 52-85)
.
2016
Persistent link: https://www.econbiz.de/10011733592
Saved in:
5
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
-
2019
-
This version: June 4, 2019
Persistent link: https://www.econbiz.de/10012050931
Saved in:
6
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
7
Accuracy of
mortgage
portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
8
Modelling and forecasting
mortgage
delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011451644
Saved in:
9
Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine
;
Muellbauer, John
-
2016
Persistent link: https://www.econbiz.de/10011494162
Saved in:
10
Macroeconomic stress-testing of
mortgage
default rate using a vector error correction model and entropy pooling
Ardia, David
;
Guerrouaz, Anas
;
Rey, Jeanne
- In:
Assurances et gestion des risques : revue trimestrielle
83
(
2016
)
3/4
,
pp. 115-133
Persistent link: https://www.econbiz.de/10011637834
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