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~subject:"Prognoseverfahren"
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Prognoseverfahren
Estimation
124,902
Schätzung
124,726
Theorie
28,676
Theory
28,590
USA
16,105
United States
16,043
Deutschland
14,873
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14,798
Welt
12,207
World
12,201
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9,330
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9,291
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8,535
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8,084
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8,082
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7,969
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7,909
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6,472
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6,464
EU countries
6,200
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6,197
Forecasting model
6,036
Panel
5,974
Zeitreihenanalyse
5,966
Panel study
5,944
Time series analysis
5,899
Schätztheorie
5,710
Estimation theory
5,686
Kointegration
5,505
Cointegration
5,494
Geldpolitik
5,429
Monetary policy
5,375
Aktienmarkt
5,084
Stock market
5,046
Großbritannien
4,959
United Kingdom
4,917
Business cycle
4,754
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4,747
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14
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German
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Gupta, Rangan
94
Marcellino, Massimiliano
61
Pierdzioch, Christian
47
Clark, Todd E.
46
McMillan, David G.
40
McAleer, Michael
39
Diebold, Francis X.
35
Ma, Feng
34
Schorfheide, Frank
33
Pesaran, M. Hashem
29
Swanson, Norman R.
28
Timmermann, Allan
28
Zaremba, Adam
27
Wang, Yudong
26
Baumeister, Christiane
25
Huber, Florian
25
Siliverstovs, Boriss
25
Kilian, Lutz
24
McCracken, Michael W.
24
Zhang, Yaojie
24
Franses, Philip Hans
23
Koop, Gary
23
Koopman, Siem Jan
23
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Härdle, Wolfgang
21
Ravazzolo, Francesco
21
Carriero, Andrea
20
Guidolin, Massimo
20
Narayan, Paresh Kumar
20
Lux, Thomas
19
Balcilar, Mehmet
18
Mertens, Elmar
18
Rossi, Barbara
18
Schumacher, Christian
18
Zhou, Guofu
18
Cheung, Yin-Wong
17
Fritsche, Ulrich
17
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of St. Louis
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Federal Reserve System / Division of Research and Statistics
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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
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Eric Cuvillier <Firma>
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European University Institute / Department of Law
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Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
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Institut für Höhere Studien
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Internationaler Währungsfonds / European Department <2>
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Parliament
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Public Sector Economics Research Centre <Leicester>
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Robert Schuman Centre for Advanced Studies
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International journal of forecasting
165
Journal of forecasting
118
Finance research letters
99
Applied economics
81
Journal of banking & finance
80
Journal of empirical finance
69
Energy economics
66
International review of financial analysis
65
Journal of econometrics
65
Economic modelling
64
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
57
International review of economics & finance : IREF
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Working paper
57
Applied economics letters
56
Working paper / National Bureau of Economic Research, Inc.
50
The North American journal of economics and finance : a journal of financial economics studies
49
NBER working paper series
47
NBER Working Paper
46
Economics letters
45
Discussion paper / Tinbergen Institute
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
CESifo working papers
37
Journal of international money and finance
36
Pacific-Basin finance journal
34
Finance and economics discussion series
32
Journal of applied econometrics
32
The European journal of finance
32
Journal of international financial markets, institutions & money
30
Discussion papers / CEPR
29
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of finance & economics : IJFE
25
Applied financial economics
24
Discussion paper / Deutsche Bundesbank
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
23
Research in international business and finance
23
The journal of futures markets
23
CAMA working paper series
22
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ECONIS (ZBW)
6,039
EconStor
11
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1
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10
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6,050
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
2
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
4
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
5
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:
6
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
Saved in:
7
Density forecasting using Bayesian global vector autoregressions with common stochastic volatility
Huber, Florian
-
2014
Persistent link: https://www.econbiz.de/10010480999
Saved in:
8
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
9
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
10
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
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