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Consistent ranking of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2009
Persistent link: https://www.econbiz.de/10003850918
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Laurent, Sébastien - 2012
framework. However, little is known about the ranking of multivariate volatility models in terms of their forecasting ability …. The ranking of multivariate volatility models is inherently problematic because it requires the use of a proxy for the … unobservable volatility matrix and this substitution may severely affect the ranking. We address this issue by investigating the …
Persistent link: https://www.econbiz.de/10013116642
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang; Schmidt, Peter - 2000
Persistent link: https://www.econbiz.de/10001555314
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Google data in bridge equation models for German GDP
Götz, Thomas B.; Knetsch, Thomas A. - In: International journal of forecasting 35 (2019) 1, pp. 45-66
Persistent link: https://www.econbiz.de/10012300574
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Google data in bridge equation models for German GDP
Götz, Thomas B.; Knetsch, Thomas A. - 2017
There has been increased interest in the use of "big data" when it comes to forecasting macroeconomic time series such as private consumption or unemployment. However, applications on forecasting GDP are rather rare. In this paper we incorporate Google search data into a Bridge Equation Model, a...
Persistent link: https://www.econbiz.de/10011667109
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How Germany benefits the most from its Eurozone membership
Juneja, Januj - In: Research in international business and finance 42 (2017), pp. 1074-1088
Persistent link: https://www.econbiz.de/10011760724
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Academic ranking scales in economics : prediction and imputation
Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang - 2016
quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and … ranking systems are competing, allow for different disciplinary gravity and sometimes give orthogonal results. Here a … Scholar (GS) systems is presented. Quantile regression allows us to successfully predict missing ranking data and to obtain a …
Persistent link: https://www.econbiz.de/10011459002
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Impact of universities in a flat hierarchy : do degrees from top universities lead to a higher wage?
Schwerter, Jakob - 2020
the general differences between universities are smaller compared to, e.g., the USA. I use the University Ranking of the … Quacquarelli Symonds and a revealed preference and acceptance ranking to measure the quality of a university. Both rankings show a …
Persistent link: https://www.econbiz.de/10012431518
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Impact of universities in a flat hierarchy: Do degrees from top universities lead to a higher wage?
Schwerter, Jakob - 2020
the general differences between universities are smaller compared to, e.g., the USA. I use the University Ranking of the … Quacquarelli Symonds and a revealed preference and acceptance ranking to measure the quality of a university. Both rankings show a …
Persistent link: https://www.econbiz.de/10012287871