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~subject:"Prognoseverfahren"
~subject:"Wirtschaftsindikator"
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Prognoseverfahren
Wirtschaftsindikator
Zeitreihenanalyse
30,266
Time series analysis
30,099
Theorie
14,331
Theory
14,300
Schätztheorie
7,208
Estimation theory
7,200
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6,368
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6,362
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6,171
Volatility
4,307
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4,237
ARCH-Modell
3,142
ARCH model
3,101
USA
2,909
United States
2,889
GARCH
2,452
Börsenkurs
2,425
Share price
2,411
Autokorrelation
2,405
Autocorrelation
2,398
Kointegration
2,284
Cointegration
2,273
Konjunktur
2,126
Business cycle
2,113
Kapitaleinkommen
2,046
Capital income
2,043
VAR-Modell
1,835
VAR model
1,833
Unit root test
1,797
Einheitswurzeltest
1,795
Stochastischer Prozess
1,788
Stochastic process
1,771
Zustandsraummodell
1,397
State space model
1,396
Regressionsanalyse
1,363
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1,347
Structural break
1,284
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1,283
Aktienmarkt
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Franses, Philip Hans
70
Hyndman, Rob J.
62
Gupta, Rangan
54
Ravazzolo, Francesco
54
Pesaran, M. Hashem
52
Koopman, Siem Jan
48
Timmermann, Allan
46
Swanson, Norman R.
45
Marcellino, Massimiliano
42
McAleer, Michael
40
Athanasopoulos, George
38
Kapetanios, George
38
Clements, Michael P.
33
Koop, Gary
31
Casarin, Roberto
30
Hendry, David F.
30
Dijk, Dick van
29
Diebold, Francis X.
27
Kunst, Robert M.
27
Schorfheide, Frank
26
Stock, James H.
26
Dijk, Herman K. van
25
Lütkepohl, Helmut
25
Makridakis, Spyros G.
25
Lux, Thomas
24
Watson, Mark W.
24
Costantini, Mauro
22
Giannone, Domenico
22
Pettenuzzo, Davide
22
Croux, Christophe
21
Proietti, Tommaso
21
Grassi, Stefano
20
Petropoulos, Fotios
20
Reichlin, Lucrezia
20
Bollerslev, Tim
19
Camacho, Maximo
19
Clark, Todd E.
19
Ma, Feng
19
Rossi, Barbara
19
Shang, Han Lin
19
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National Bureau of Economic Research
32
European University Institute / Department of Law
5
Federal Reserve Bank of St. Louis
4
University of Canterbury / Dept. of Economics and Finance
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
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Organisation for Economic Co-operation and Development
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Umeå Universitet / Institutionen för Nationalekonomi
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Umeå universitet
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University of Cambridge / Department of Applied Economics
3
Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Board of Governors
2
Robert Schuman Centre for Advanced Studies
2
Rutgers University / Department of Economics
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer International Publishing
2
University of Cambridge / Faculty of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
American Management Association / Marketing Division
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Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Birkbeck College / Department of Economics
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Boston College / Department of Economics
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1
Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
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Eric Cuvillier <Firma>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Richmond
1
Forschungsinstitut zur Zukunft der Arbeit
1
Hochschule Anhalt (FH)
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Innovation Research Interchange
1
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International journal of forecasting
439
Journal of forecasting
253
Journal of econometrics
101
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Discussion paper / Tinbergen Institute
68
Applied economics
64
Energy economics
64
Economic modelling
59
Computational economics
53
Working paper
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Finance research letters
42
Economics letters
40
Applied economics letters
39
Journal of empirical finance
39
The North American journal of economics and finance : a journal of financial economics studies
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Econometric reviews
32
Journal of applied econometrics
32
CESifo working papers
30
European journal of operational research : EJOR
30
International Journal of Energy Economics and Policy : IJEEP
30
CREATES research paper
29
NBER Working Paper
29
Working papers
29
International review of economics & finance : IREF
28
Journal of risk and financial management : JRFM
28
Econometric Institute research papers
27
Working paper series / European Central Bank
27
Tourism economics : the business and finance of tourism and recreation
26
International journal of production economics
25
NBER working paper series
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Discussion paper / Centre for Economic Policy Research
24
Journal of banking & finance
24
Quantitative finance
23
Discussion paper
22
International review of financial analysis
22
Risks : open access journal
22
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ECONIS (ZBW)
6,384
EconStor
10
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
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1
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
Saved in:
2
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
3
Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
Saved in:
4
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
5
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
Saved in:
6
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001718828
Saved in:
7
Option pricing with Markov switching stochastic volatility models
Cheng, Yiying
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 53-63
Persistent link: https://www.econbiz.de/10012601380
Saved in:
8
Real-time forecast of DSGE models with time-varying volatility in
GARCH
form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
9
Modeling time-varying parameters using artificial neural networks : a
GARCH
illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
10
GARCHNet - Value-at-Risk forecasting with novel approach to
GARCH
models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
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