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~subject:"Prognoseverfahren"
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Prognoseverfahren
Bank
65,249
Börsenkurs
52,662
Share price
51,138
Volatility
41,080
Volatilität
40,811
Theorie
39,526
Theory
38,792
Wechselkurs
27,914
Schätzung
27,416
Estimation
26,760
Exchange rate
26,723
USA
22,021
United States
20,615
Kapitaleinkommen
19,297
Capital income
19,244
Zins
18,857
Aktienmarkt
17,570
Interest rate
17,563
Cointegration
17,449
Stock market
17,395
Rumänien
16,955
Kointegration
15,822
Welt
15,494
World
15,244
Geldpolitik
13,091
Monetary policy
12,400
Deutschland
11,976
Kausalanalyse
11,504
Causality analysis
11,258
ARCH-Modell
10,618
ARCH model
10,437
Romania
9,937
EU-Staaten
9,838
EU countries
9,568
Finanzkrise
9,212
Financial crisis
9,123
Forecasting model
9,044
Germany
8,561
Zeitreihenanalyse
8,150
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Free
3,448
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2,860
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Article
5,386
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5,095
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Aufsatz im Buch
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Thesis
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Collection of articles of several authors
57
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53
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Conference paper
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English
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German
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French
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Spanish
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Italian
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Romanian
7
Polish
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Portuguese
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Russian
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Czech
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Gupta, Rangan
163
Ma, Feng
94
Pierdzioch, Christian
86
McAleer, Michael
80
McMillan, David G.
63
Bollerslev, Tim
52
Zhang, Yaojie
48
Caporin, Massimiliano
43
Wang, Yudong
41
Salisu, Afees A.
40
Clark, Todd E.
38
Liang, Chao
38
Lux, Thomas
38
Medeiros, Marcelo C.
38
Diebold, Francis X.
36
Bouri, Elie
33
Ravazzolo, Francesco
32
Christoffersen, Peter F.
30
Narayan, Paresh Kumar
30
Timmermann, Allan
30
Wei, Yu
30
Swanson, Norman R.
29
Cheung, Yin-Wong
26
Clements, Adam
26
Guidolin, Massimo
26
Sarno, Lucio
26
Bratu, Mihaela
25
Gallo, Giampiero M.
25
Zaremba, Adam
25
Caporale, Guglielmo Maria
24
Degiannakis, Stavros
24
Demirer, Rıza
24
Wang, Jiqian
24
Chinn, Menzie David
23
Engle, Robert F.
23
Zhou, Hao
23
Andersen, Torben
22
Asai, Manabu
22
West, Kenneth D.
22
Allen, David E.
21
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National Bureau of Economic Research
71
Federal Reserve Bank of St. Louis
9
Gottfried Wilhelm Leibniz Universität Hannover
7
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
Federal Reserve Bank of Kansas City / Research Division
3
Federal Reserve Bank of San Francisco
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of Cleveland
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
International Monetary Fund
2
OECD
2
Rutgers University / Department of Economics
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Exeter / Department of Economics
2
Associazione bancaria italiana
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bayerische Hypotheken- und Wechsel-Bank
1
Bonn Graduate School of Economics
1
Centre for the Study of African Economies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Conference on Systems under Indirect Observation <1979, Cartigny>
1
Duale Hochschule Baden-Württemberg Stuttgart
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Federal Reserve System / Board of Governors
1
Georgetown University / Economics Department
1
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Published in...
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International journal of forecasting
235
Journal of forecasting
232
Finance research letters
194
Energy economics
148
International review of financial analysis
126
Applied economics
119
Journal of banking & finance
102
Journal of empirical finance
102
International review of economics & finance : IREF
101
Economic modelling
93
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of econometrics
88
NBER working paper series
68
Applied economics letters
66
Journal of international money and finance
65
Applied financial economics
62
Working paper
62
Journal of financial economics
60
The European journal of finance
60
Computational economics
59
NBER Working Paper
56
Discussion paper / Tinbergen Institute
53
Journal of international financial markets, institutions & money
53
Quantitative finance
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
51
Research in international business and finance
50
Economics letters
49
Pacific-Basin finance journal
49
International journal of finance & economics : IJFE
48
The journal of futures markets
47
Department of Economics working paper series
43
Journal of risk and financial management : JRFM
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Discussion paper / Centre for Economic Policy Research
39
Financial innovation : FIN
37
Journal of applied econometrics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of economic dynamics & control
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
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Source
All
ECONIS (ZBW)
9,049
EconStor
118
USB Cologne (EcoSocSci)
9
OLC EcoSci
1
RePEc
1
Showing
1
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10
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9,178
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date (oldest first)
1
Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets
Lin, Shu-shian
- In:
Journal of business economics and management
15
(
2014
)
5
,
pp. 853-861
Persistent link: https://www.econbiz.de/10010483694
Saved in:
2
Does geopolitical risks predict stock returns and
volatility
of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
3
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
4
Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
Saved in:
5
Predictive models for disaggregate stock market
volatility
Chong, Terence Tai-Leung
;
Ling, Shiyun
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 261-288
Persistent link: https://www.econbiz.de/10011951759
Saved in:
6
Can volume predict Bitcoin returns and
volatility
? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
7
Cross-market information transmission and stock market
volatility
prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
8
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
9
Price discovery and
volatility
transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of intelligent enterprise
9
(
2022
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
Saved in:
10
Does US infectious disease equity market
volatility
index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
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