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~subject:"Prognoseverfahren"
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Prognoseverfahren
Schätzung
131,062
Estimation
124,938
Theorie
32,876
Theory
32,118
USA
17,989
United States
17,144
Deutschland
17,022
Germany
15,219
Welt
13,445
World
12,828
Hedging
10,227
Volatilität
9,876
Volatility
9,686
Börsenkurs
9,240
Share price
9,047
Kapitaleinkommen
8,573
Capital income
8,548
Wirtschaftswachstum
8,265
Economic growth
7,960
EU-Staaten
6,724
Wirkungsanalyse
6,704
Impact assessment
6,498
EU countries
6,324
Panel
6,147
Forecasting model
6,070
Panel study
5,942
Schätztheorie
5,742
Zeitreihenanalyse
5,739
Kointegration
5,662
Estimation theory
5,647
Geldpolitik
5,615
Time series analysis
5,589
Cointegration
5,576
Monetary policy
5,428
Großbritannien
5,411
Aktienmarkt
5,398
Stock market
5,300
Portfolio-Management
5,169
Portfolio selection
5,102
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Free
2,514
Undetermined
1,936
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Article
3,265
Book / Working Paper
2,961
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Article in journal
3,115
Aufsatz in Zeitschrift
3,115
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1,532
Graue Literatur
1,476
Non-commercial literature
1,476
Arbeitspapier
1,381
Hochschulschrift
217
Thesis
164
Aufsatz im Buch
133
Book section
133
Collection of articles written by one author
48
Sammlung
48
Conference paper
20
Konferenzbeitrag
20
Collection of articles of several authors
15
Sammelwerk
15
Aufsatzsammlung
14
Bibliografie enthalten
12
Bibliography included
12
Systematic review
7
Übersichtsarbeit
7
Konferenzschrift
5
Amtliche Publikation
4
Amtsdruckschrift
3
Government document
3
Case study
2
Conference proceedings
2
Elektronischer Datenträger
2
Fallstudie
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1
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English
6,057
German
159
French
6
Spanish
3
Italian
2
Romanian
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Dutch
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Author
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Gupta, Rangan
89
Marcellino, Massimiliano
54
Pierdzioch, Christian
51
McAleer, Michael
41
McMillan, David G.
41
Ma, Feng
35
Swanson, Norman R.
30
Döpke, Jörg
29
Pesaran, M. Hashem
29
Timmermann, Allan
29
Clark, Todd E.
28
Diebold, Francis X.
28
Siliverstovs, Boriss
27
Zaremba, Adam
27
Herwartz, Helmut
26
Schorfheide, Frank
26
Wang, Yudong
26
Franses, Philip Hans
24
Guidolin, Massimo
24
Kilian, Lutz
24
Schumacher, Christian
24
Huber, Florian
23
Zhang, Yaojie
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Fritsche, Ulrich
22
Ghysels, Eric
22
Ravazzolo, Francesco
22
Härdle, Wolfgang
21
Narayan, Paresh Kumar
21
Koopman, Siem Jan
20
Kunst, Robert M.
19
Cheung, Yin-Wong
18
Lux, Thomas
18
Rossi, Barbara
18
Wolters, Maik H.
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Gallo, Giampiero M.
17
Koop, Gary
17
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National Bureau of Economic Research
49
Federal Reserve Bank of St. Louis
5
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Federal Reserve Bank of Cleveland
3
Springer Fachmedien Wiesbaden
3
Verlag Dr. Kovač
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Narodna Banka na Republika Makedonija
2
National Institute of Economic and Social Research
2
OECD
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
School of Economics, Mathematics and Statistics <London>
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Exeter / Department of Economics
2
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesinstitut für Bevölkerungsforschung
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Graduate School of Business
1
Deutsche Gesellschaft für Bevölkerungswissenschaft / Arbeitskreis Bevölkerungswissenschaftliche Methoden
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Law
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Institut für Höhere Studien
1
International Accounting Standards Board
1
Internationaler Währungsfonds / European Department <2>
1
Parliament
1
Public Sector Economics Research Centre <Leicester>
1
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International journal of forecasting
159
Journal of forecasting
115
Finance research letters
104
Applied economics
82
Journal of banking & finance
80
International review of financial analysis
69
Journal of empirical finance
69
Economic modelling
63
Journal of econometrics
63
Energy economics
62
Journal of financial economics
59
International review of economics & finance : IREF
57
Applied economics letters
56
Discussion paper / Centre for Economic Policy Research
56
Working paper
55
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
46
NBER Working Paper
45
Economics letters
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
CESifo working papers
36
Journal of international money and finance
36
Discussion paper / Tinbergen Institute
35
Pacific-Basin finance journal
34
The European journal of finance
34
The journal of futures markets
33
Finance and economics discussion series
31
Journal of international financial markets, institutions & money
31
Journal of applied econometrics
30
Discussion papers / CEPR
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Applied financial economics
25
International journal of finance & economics : IJFE
25
Research in international business and finance
25
Discussion paper / Deutsche Bundesbank
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
22
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ECONIS (ZBW)
6,072
EconStor
153
USB Cologne (EcoSocSci)
1
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1
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
2
Dynamic
hedging
using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
4
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
5
On the relationship of ex-ante and ex-post volatility : a sub-period analysis of S&P CNX Nifty Index options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 140-175
Persistent link: https://www.econbiz.de/10011378502
Saved in:
6
The predictability of opening returns for the returns of the trading day : evidence from Taiwan futures market
Chen, Chun-nan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 272-281
Persistent link: https://www.econbiz.de/10009693299
Saved in:
7
Implied volatility smirk and future stock returns : evidence from the German market
Mo, Di
;
Todorova, Neda
;
Gupta, Rakesh
- In:
Managerial finance
41
(
2015
)
12
,
pp. 1357-1379
Persistent link: https://www.econbiz.de/10011504242
Saved in:
8
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
9
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
10
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
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