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Forecasting model
Börsenkurs
52,510
Share price
50,984
Volatility
40,917
Volatilität
40,649
Coronavirus
36,236
Aktienmarkt
30,008
Stock market
29,901
Theorie
29,320
Theory
28,779
Schwellenländer
27,243
Emerging economies
26,836
Kapitaleinkommen
21,279
Capital income
21,230
Schätzung
19,867
Estimation
19,412
Welt
18,912
World
18,658
Spillover-Effekt
18,454
Spillover effect
18,054
USA
16,032
Wirkungsanalyse
15,889
Impact assessment
15,791
United States
15,631
COVID-19
13,690
Epidemie
11,473
Epidemic
11,391
Finanzkrise
9,078
Financial crisis
9,044
Portfolio-Management
8,959
Portfolio selection
8,917
Prognoseverfahren
8,100
China
7,834
ARCH-Modell
7,762
ARCH model
7,671
Risikomaß
7,619
Risk measure
7,537
Risk
7,122
Anlageverhalten
7,079
Finanzmarkt
7,021
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Gupta, Rangan
147
Ma, Feng
94
McAleer, Michael
71
Pierdzioch, Christian
71
McMillan, David G.
65
Bollerslev, Tim
51
Zhang, Yaojie
49
Wang, Yudong
42
Salisu, Afees A.
40
Liang, Chao
39
Diebold, Francis X.
34
Bouri, Elie
32
Wei, Yu
30
Lux, Thomas
29
Marcellino, Massimiliano
29
Narayan, Paresh Kumar
29
Caporin, Massimiliano
28
Clements, Adam
28
Medeiros, Marcelo C.
27
Zaremba, Adam
27
Wohar, Mark E.
26
Christoffersen, Peter F.
25
Gallo, Giampiero M.
25
Timmermann, Allan
25
Clark, Todd E.
24
Degiannakis, Stavros
24
Wang, Jiqian
24
Andersen, Torben
22
Guidolin, Massimo
22
Zhou, Hao
22
Asai, Manabu
21
Bekaert, Geert
21
Cepni, Oguzhan
21
Engle, Robert F.
21
Ghysels, Eric
21
Lu, Xinjie
21
Patton, Andrew J.
21
Demirer, Rıza
20
Jiang, Fuwei
20
Li, Yan
20
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National Bureau of Economic Research
54
Federal Reserve Bank of St. Louis
8
Gottfried Wilhelm Leibniz Universität Hannover
6
Federal Reserve Bank of San Francisco
4
Birkbeck College / Department of Economics
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve System / Division of Research and Statistics
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Federal Reserve Bank of Cleveland
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Universität Konstanz
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
IGI Global
1
Institut für Industriebetriebsforschung <Hamburg>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / European Department <2>
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsgruppe Institutionenanalyse
1
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Finance research letters
205
International journal of forecasting
205
Journal of forecasting
178
Energy economics
139
International review of financial analysis
131
Journal of banking & finance
100
Journal of empirical finance
98
International review of economics & finance : IREF
96
Economic modelling
87
The North American journal of economics and finance : a journal of financial economics studies
86
Applied economics
80
Journal of econometrics
67
Journal of financial economics
58
Pacific-Basin finance journal
58
The European journal of finance
55
Discussion paper / Tinbergen Institute
54
Applied economics letters
53
Computational economics
53
NBER working paper series
53
Quantitative finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Research in international business and finance
51
Applied financial economics
47
Journal of international financial markets, institutions & money
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Journal of risk and financial management : JRFM
45
The journal of futures markets
44
Working paper
44
Economics letters
43
International journal of finance & economics : IJFE
43
Department of Economics working paper series
42
Financial innovation : FIN
40
Journal of financial econometrics
39
NBER Working Paper
38
Working paper / National Bureau of Economic Research, Inc.
37
Journal of economic dynamics & control
36
Risks : open access journal
36
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
34
Journal of international money and finance
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
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ECONIS (ZBW)
8,004
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1
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1
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
2
Bayesian dynamic interactions and predictions : U.S., BRIC, and frontier equity markets
Amanjot Singh
- In:
The journal of wealth management
20
(
2018
)
4
,
pp. 96-109
Persistent link: https://www.econbiz.de/10011810677
Saved in:
3
Stock return distribution in the BRICS
Adu, George
;
Alagidede, Paul
;
Karimu, Amin
- In:
Review of development finance
5
(
2015
)
2
,
pp. 98-109
Persistent link: https://www.econbiz.de/10011447276
Saved in:
4
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
Saved in:
5
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
8
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
9
Forecasting
volatility
via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
10
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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