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~subject:"Prognoseverfahren"
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Prognoseverfahren
Theory
112
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110
Time series analysis
70
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70
economic models
59
Estimation theory
51
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51
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English
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Perron, Pierre
10
Garcia, René
9
Xu, Jiawen
5
Almeida, Caio
4
Ardison, Kym
4
Vicente, Jose
3
Blasques, Francisco
2
Bonomo, Marco Antonio
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Koopman, Siem Jan
2
Lucas, André
2
Meddahi, Nour
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Tédongap, Roméo
2
Varneskov, Rasmus Tangsgaard
2
Yamamoto, Yohei
2
Łasak, Katarzyna
2
Bali, Turan G.
1
Diebhold, Francis X.
1
Dufour, Jean-Marie
1
Forbes, Catherine Scipione
1
Li, Ye
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
Taamouti, Abderrahim
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Vicente, José Valentim Machado
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Vodounou, Cosmé
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
International journal of forecasting
3
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1
CREATES research paper
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
2
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
3
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
4
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
5
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
6
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:
7
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:
8
Rejoinder on: 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. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
9
Predictive modeling, volatility, and risk management in financial markets : in memory of Peter F. Christoffersen, part I, introduction
Diebhold, Francis X.
;
Garcia, René
;
Jacobs, Kris
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 471-472
Persistent link: https://www.econbiz.de/10012316690
Saved in:
10
Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
Saved in:
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