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~subject:"Forecasting model"
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Forecasting model
Schätzung
131,180
Estimation
125,048
Theorie
43,444
Theory
42,480
Volatility
41,082
Volatilität
40,813
Lateinamerika
28,946
Schwellenländer
27,391
Latin America
27,209
Emerging economies
26,985
USA
23,993
United States
22,786
Welt
21,541
World
20,817
Zins
18,857
Deutschland
18,710
Interest rate
17,563
Börsenkurs
16,732
Germany
16,452
Share price
16,449
Kapitaleinkommen
13,929
Capital income
13,885
Wirtschaftswachstum
12,801
Geldpolitik
12,420
Economic growth
12,346
Monetary policy
12,062
Aktienmarkt
11,053
Stock market
10,912
EU-Staaten
9,574
Wechselkurs
9,548
Wirkungsanalyse
9,476
Exchange rate
9,320
Prognoseverfahren
9,244
Impact assessment
9,239
EU countries
9,091
Zeitreihenanalyse
8,069
Time series analysis
7,865
ARCH-Modell
7,485
Konjunktur
7,480
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Free
3,450
Undetermined
2,958
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Article
5,108
Book / Working Paper
3,942
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Article in journal
4,869
Aufsatz in Zeitschrift
4,869
Graue Literatur
1,967
Non-commercial literature
1,967
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1,837
Working Paper
1,837
Hochschulschrift
270
Aufsatz im Buch
217
Book section
217
Thesis
208
Collection of articles written by one author
64
Sammlung
64
Collection of articles of several authors
39
Sammelwerk
39
Conference paper
27
Konferenzbeitrag
27
Aufsatzsammlung
26
Bibliografie enthalten
20
Bibliography included
20
Konferenzschrift
11
Systematic review
11
Übersichtsarbeit
11
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4
Conference proceedings
4
Amtsdruckschrift
3
Bibliografie
3
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3
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3
Festschrift
3
Government document
3
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3
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3
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3
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3
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3
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2
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English
8,842
German
192
French
9
Italian
3
Spanish
3
Romanian
2
Dutch
1
Norwegian
1
Portuguese
1
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Author
All
Gupta, Rangan
168
Ma, Feng
93
Pierdzioch, Christian
81
Marcellino, Massimiliano
62
McMillan, David G.
60
Diebold, Francis X.
59
McAleer, Michael
57
Zhang, Yaojie
52
Bollerslev, Tim
50
Wang, Yudong
48
Swanson, Norman R.
39
Salisu, Afees A.
38
Liang, Chao
36
Bouri, Elie
35
Clark, Todd E.
35
Timmermann, Allan
35
Pesaran, M. Hashem
33
Zaremba, Adam
32
Wei, Yu
31
Ghysels, Eric
29
Guidolin, Massimo
29
Koopman, Siem Jan
29
Lux, Thomas
29
Gallo, Giampiero M.
28
Schorfheide, Frank
28
Caporin, Massimiliano
27
Christoffersen, Peter F.
27
Huber, Florian
27
Ravazzolo, Francesco
27
Franses, Philip Hans
26
Härdle, Wolfgang
26
Baumeister, Christiane
25
Clements, Adam
25
Kilian, Lutz
24
Koop, Gary
24
Medeiros, Marcelo C.
24
Siliverstovs, Boriss
24
Cepni, Oguzhan
23
Herwartz, Helmut
23
Narayan, Paresh Kumar
23
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National Bureau of Economic Research
62
Federal Reserve Bank of St. Louis
10
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Institut für Weltwirtschaft
4
OECD
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Federal Reserve Bank of Cleveland
3
Springer Fachmedien Wiesbaden
3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute of Finance and Accounting <London>
2
Narodna Banka na Republika Makedonija
2
National Institute of Economic and Social Research
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
School of Economics, Mathematics and Statistics <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Canterbury / Dept. of Economics and Finance
2
Associazione bancaria italiana
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bayerische Hypotheken- und Wechsel-Bank
1
Bonn Graduate School of Economics
1
Bundesinstitut für Bevölkerungsforschung
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Centre for the Study of African Economies
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
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Published in...
All
International journal of forecasting
253
Journal of forecasting
211
Finance research letters
184
Energy economics
151
Applied economics
118
International review of financial analysis
115
Economic modelling
109
Journal of banking & finance
103
Journal of empirical finance
103
Journal of econometrics
98
International review of economics & finance : IREF
92
Applied economics letters
89
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Working paper
72
Journal of financial economics
69
Economics letters
64
Discussion paper / Centre for Economic Policy Research
61
Working paper / National Bureau of Economic Research, Inc.
60
NBER working paper series
59
The European journal of finance
56
NBER Working Paper
55
Journal of international money and finance
54
Discussion paper / Tinbergen Institute
52
Applied financial economics
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Pacific-Basin finance journal
50
Journal of international financial markets, institutions & money
49
Journal of applied econometrics
48
The journal of futures markets
48
Department of Economics working paper series
46
Research in international business and finance
45
Finance and economics discussion series
43
Quantitative finance
43
International journal of finance & economics : IJFE
42
CESifo working papers
39
Journal of risk and financial management : JRFM
38
Discussion papers / CEPR
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Econometric reviews
31
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ECONIS (ZBW)
9,050
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1
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1
The law of one price in equity
volatility
markets
Van Tassel, Peter
-
2020
This paper documents law of one price violations in equity
volatility
markets. While tightly linked by no …
Persistent link: https://www.econbiz.de/10012391498
Saved in:
2
International asset prices : empirical evidence
Morales-Arias, Leonardo
-
2009
Persistent link: https://www.econbiz.de/10003869496
Saved in:
3
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
4
Forecasting
volatility
using range data : analysis for emerging equity markets in Latin America
Asai, Manabu
;
Brugal, Iván
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
Saved in:
5
Forecasting the daily dynamic hedge ratios in emerging European stock futures markets : evidence from GARCH models
Choudhry, Taufiq
;
Hasan, Mohammad S.
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10012051118
Saved in:
6
Modelling and forecasting
volatility
for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
7
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
8
Interest rate expectations and short-term hedging
Copley, Ronald E.
- In:
The journal of economics
11
(
1985
),
pp. 122-126
Persistent link: https://www.econbiz.de/10001438829
Saved in:
9
Forecasting interest rates volatilities by GARCH (1,1) and stochastic
volatility
models
Boscher, Hans
;
Fronk, Eva-Maria
;
Pigeot, Iris
- In:
Statistical papers
41
(
2000
)
4
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001523628
Saved in:
10
Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe
Ozcelebi, Oguzhan
- In:
Global business & economics review
16
(
2014
)
2
,
pp. 179-201
Persistent link: https://www.econbiz.de/10010495835
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