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Forecasting model
Theorie
622,210
Theory
607,123
USA
44,811
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43,384
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34,028
World
33,293
Schätzung
33,056
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Time series analysis
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Spieltheorie
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EU-Staaten
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Game theory
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Börsenkurs
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EU countries
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Diebold, Francis X.
130
Timmermann, Allan
97
Clark, Todd E.
91
Franses, Philip Hans
90
Marcellino, Massimiliano
82
Clements, Michael P.
77
Gupta, Rangan
64
Swanson, Norman R.
62
Hyndman, Rob J.
60
Ravazzolo, Francesco
60
McCracken, Michael W.
56
Hendry, David F.
53
Pesaran, M. Hashem
50
Giannone, Domenico
46
Koop, Gary
46
Schorfheide, Frank
45
Kilian, Lutz
44
Rossi, Barbara
44
Pierdzioch, Christian
42
Koopman, Siem Jan
39
Bollerslev, Tim
38
Dijk, Herman K. van
38
Granger, C. W. J.
37
Korobilis, Dimitris
36
Armstrong, J. Scott
35
Härdle, Wolfgang
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Athanasopoulos, George
33
West, Kenneth D.
33
Huber, Florian
32
Lahiri, Kajal
32
Petropoulos, Fotios
32
Carriero, Andrea
30
Dijk, Dick van
30
Ghysels, Eric
30
Giacomini, Raffaella
30
Shin, Minchul
30
Watson, Mark W.
30
Sarno, Lucio
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Strathclyde / Department of Economics
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Zakład Teorii Prognoz <Krakau>
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Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
5
Springer Fachmedien Wiesbaden
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of San Francisco
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Rutgers University / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Brown University / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Gottfried Wilhelm Leibniz Universität Hannover
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IGI Global
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Rheinische Friedrich-Wilhelms-Universität Bonn
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Robert Schuman Centre for Advanced Studies
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The Wharton Financial Institutions Center
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Verlag Dr. Kovač
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Akademia Ekonomiczna w Krakowie
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Boston College / Department of Economics
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Centre for Analytical Finance <Århus>
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Fachhochschule Jena / Fachbereich Betriebswirtschaft
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Federal Reserve Bank of Kansas City / Research Division
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
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International journal of forecasting
723
Journal of forecasting
464
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Journal of econometrics
131
European journal of operational research : EJOR
112
NBER working paper series
101
NBER Working Paper
98
Discussion paper / Centre for Economic Policy Research
96
Working paper / National Bureau of Economic Research, Inc.
93
Computational economics
92
Applied economics
91
Discussion paper / Tinbergen Institute
91
Economic modelling
88
Economics letters
83
Finance research letters
80
Energy economics
79
Journal of empirical finance
79
Working paper
78
Technological forecasting & social change : an international journal
76
Applied economics letters
74
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Journal of banking & finance
67
Journal of applied econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Risks : open access journal
65
Journal of international money and finance
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The European journal of finance
58
CESifo working papers
56
Quantitative finance
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
International journal of production economics
52
International review of financial analysis
52
Journal of economic dynamics & control
51
Working paper series / European Central Bank
51
The North American journal of economics and finance : a journal of financial economics studies
48
CREATES research paper
47
Insurance / Mathematics & economics
46
SFB 649 discussion paper
45
International review of economics & finance : IREF
44
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ECONIS (ZBW)
14,239
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1
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
2
Prices and expectations : essays in international finance and monetary economics
Wang, Likun
-
2015
Persistent link: https://www.econbiz.de/10011391315
Saved in:
3
Information-theoretic approach to quantifying currency risk
Fiedor, Pawel
;
Holda, Artur
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
1
,
pp. 93-109
Persistent link: https://www.econbiz.de/10011537513
Saved in:
4
Exchange rate predictive densities and currency risks : a quantile regression approach
Yapi, Niango Ange Joseph
-
2020
Persistent link: https://www.econbiz.de/10012242256
Saved in:
5
Conditions of pure arbitrage applications : evidence from three currencies
Bin, Leo
;
Chen, Jianguo
;
Zhao, Peng
- In:
Economics, management and financial markets
11
(
2016
)
3
,
pp. 11-29
Persistent link: https://www.econbiz.de/10011814217
Saved in:
6
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
7
High-frequency information content in end-user foreign exchange order flows
Marsh, Ian
;
Miao, Teng
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
Saved in:
8
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
9
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
- In:
Journal of empirical finance
23
(
2013
),
pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Saved in:
10
Variance risk premiums in foreign exchange markets
Ammann, Manuel
;
Buesser, Ralf
-
2013
Based on the
theory
of static replication of variance swaps we assess the sign and magnitude of variance risk premiums …
Persistent link: https://www.econbiz.de/10010410031
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