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~subject:"Kapitaleinkommen"
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Hashing GARCH : a reassessment...
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Kapitaleinkommen
Theorie
626,270
Theory
611,367
USA
46,567
United States
45,303
Prognoseverfahren
41,262
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40,965
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40,697
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40,268
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38,838
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37,876
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24,249
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19,938
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17,034
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16,927
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16,909
Capital income
16,466
Wirtschaftswachstum
15,027
Economic growth
14,374
Spieltheorie
12,742
Schätztheorie
12,726
Estimation theory
12,325
Stochastischer Prozess
12,118
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12,021
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11,829
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11,621
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11,459
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Gupta, Rangan
138
Diebold, Francis X.
86
McMillan, David G.
77
Bollerslev, Tim
76
Caporale, Guglielmo Maria
66
Zaremba, Adam
65
Timmermann, Allan
62
McAleer, Michael
57
Bekaert, Geert
55
Campbell, John Y.
55
Harvey, Campbell R.
55
Zhou, Guofu
55
Pierdzioch, Christian
53
Stambaugh, Robert F.
52
Bouri, Elie
50
Guidolin, Massimo
49
Wohar, Mark E.
49
Bali, Turan G.
43
Ferson, Wayne E.
41
Ma, Feng
41
Wang, Yudong
39
Narayan, Paresh Kumar
38
Engle, Robert F.
36
Andersen, Torben
35
Pesaran, M. Hashem
34
Gil-Alaña, Luis A.
33
Lux, Thomas
33
Cakici, Nusret
32
Chiang, Thomas C.
29
Guo, Hui
29
Zhang, Yaojie
29
Todorov, Viktor
28
Van Nieuwerburgh, Stijn
28
Prokopczuk, Marcel
27
Fabozzi, Frank J.
26
Spagnolo, Nicola
26
Ang, Andrew
25
Cochrane, John H.
25
Tamoni, Andrea
25
Wu, Chunchi
25
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
University of Chicago / Center for Research in Security Prices
7
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Division of Research and Statistics
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Federal Reserve Bank of San Francisco
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institute of Finance and Accounting <London>
4
Harvard Institute of Economic Research
3
International Center for Financial Asset Management and Engineering
3
University of Exeter / Department of Economics
3
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
Universität Mannheim
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
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Finance research letters
330
Journal of banking & finance
268
NBER working paper series
263
Journal of empirical finance
251
Journal of financial economics
245
Working paper / National Bureau of Economic Research, Inc.
234
International review of financial analysis
232
NBER Working Paper
201
International review of economics & finance : IREF
196
The North American journal of economics and finance : a journal of financial economics studies
147
Applied economics
138
Applied financial economics
134
Pacific-Basin finance journal
129
Research in international business and finance
128
The European journal of finance
120
The journal of finance : the journal of the American Finance Association
120
Energy economics
118
Journal of econometrics
115
Economic modelling
114
The review of financial studies
113
Applied economics letters
111
Journal of international financial markets, institutions & money
110
Economics letters
106
International journal of forecasting
101
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Journal of forecasting
91
Journal of risk and financial management : JRFM
90
Review of quantitative finance and accounting
88
Journal of financial and quantitative analysis : JFQA
83
Working paper
80
Journal of financial markets
78
Discussion paper / Centre for Economic Policy Research
76
Research paper series / Swiss Finance Institute
75
Journal of economic dynamics & control
72
Journal of international money and finance
64
Quantitative finance
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
61
International journal of finance & economics : IJFE
59
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ECONIS (ZBW)
16,465
EconStor
62
OLC EcoSci
2
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1
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
2
How candlestick features affect the performance of
volatility
forecasts : evidence from the stock market
Su, Jung-bin
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
Saved in:
3
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
4
An application of a random level shifts model to the
volatility
of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
5
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
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
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
8
Modelling and forecasting stock
volatility
and return : a new approach based on quantile Rogers-Satchell
volatility
measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
Long run
volatility
forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
10
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
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