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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
629,517
Theory
614,615
USA
56,048
United States
54,535
Börsenkurs
52,746
Share price
51,223
Schätzung
46,047
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45,424
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44,971
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28,220
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27,073
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25,761
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25,053
Monetary policy
24,932
Forecasting model
20,658
Mathematische Optimierung
17,819
Mathematical programming
17,711
Stochastischer Prozess
17,318
Stochastic process
16,872
Zeitreihenanalyse
16,659
Time series analysis
16,170
Wirtschaftswachstum
15,587
CAPM
15,003
Economic growth
14,914
Schätztheorie
14,486
Finanzmarkt
14,409
Financial market
14,153
Estimation theory
14,076
Spieltheorie
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15
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German
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French
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Russian
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Gupta, Rangan
213
Diebold, Francis X.
143
Timmermann, Allan
126
Pierdzioch, Christian
106
Clark, Todd E.
101
Ma, Feng
99
Franses, Philip Hans
97
Marcellino, Massimiliano
89
Clements, Michael P.
86
McAleer, Michael
86
Ravazzolo, Francesco
83
McMillan, David G.
81
Swanson, Norman R.
72
Koopman, Siem Jan
67
Hyndman, Rob J.
64
McCracken, Michael W.
64
Pesaran, M. Hashem
63
Wang, Yudong
59
Bollerslev, Tim
58
Zhang, Yaojie
58
Schorfheide, Frank
57
Giannone, Domenico
56
Hendry, David F.
55
Koop, Gary
54
Dijk, Dick van
50
Dijk, Herman K. van
50
Guidolin, Massimo
50
Kilian, Lutz
50
Ghysels, Eric
49
Zhou, Guofu
46
Mitchell, James
45
Rossi, Barbara
45
Wohar, Mark E.
45
Patton, Andrew J.
44
Zaremba, Adam
44
Lahiri, Kajal
43
Lux, Thomas
43
Salisu, Afees A.
43
Härdle, Wolfgang
40
Medeiros, Marcelo C.
40
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National Bureau of Economic Research
153
Federal Reserve Bank of St. Louis
12
European University Institute / Department of Law
8
Federal Reserve System / Division of Research and Statistics
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Federal Reserve Bank of San Francisco
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
IGI Global
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Brown University / Department of Economics
3
Erasmus Research Institute of Management
3
Robert Schuman Centre for Advanced Studies
3
Rodney L. White Center for Financial Research
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
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Umeå universitet
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University of Cambridge / Faculty of Economics
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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Universität Konstanz
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of New York
2
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International journal of forecasting
851
Journal of forecasting
563
Finance research letters
273
Energy economics
206
Journal of econometrics
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
International review of financial analysis
168
Journal of banking & finance
159
Journal of empirical finance
159
Applied economics
148
Economic modelling
145
NBER working paper series
139
Discussion paper / Tinbergen Institute
138
European journal of operational research : EJOR
132
International review of economics & finance : IREF
131
NBER Working Paper
126
Economics letters
124
Applied economics letters
119
Computational economics
117
The North American journal of economics and finance : a journal of financial economics studies
117
Working paper / National Bureau of Economic Research, Inc.
116
Working paper
115
Journal of financial economics
111
Discussion paper / Centre for Economic Policy Research
102
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The European journal of finance
93
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Risks : open access journal
87
Quantitative finance
86
Journal of applied econometrics
84
Pacific-Basin finance journal
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Technological forecasting & social change : an international journal
81
The review of financial studies
75
Applied financial economics
73
CESifo working papers
72
Journal of risk and financial management : JRFM
69
Journal of economic dynamics & control
68
CREATES research paper
66
The journal of futures markets
65
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ECONIS (ZBW)
20,672
EconStor
298
USB Cologne (EcoSocSci)
7
OLC EcoSci
5
RePEc
2
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1
Zeitreihenmodelle zur Schätzung des Value at
Risk
von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
2
Comments on: Nonparametric tail
risk
, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
This paper contains comments on Nonparametric Tail
Risk
, Stock Returns and the Macroeconomy …
Persistent link: https://www.econbiz.de/10011518800
Saved in:
3
Comment on: nonparametric tail
risk
, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
-
2002
Persistent link: https://www.econbiz.de/10001650402
Saved in:
5
Tail
risk
and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
6
Forecasting value at
risk
and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
8
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
9
Nonparametric tail
risk
, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
10
Persistence of jump-induced tail
risk
and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
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