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~subject:"Prognoseverfahren"
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Prognoseverfahren
Börsenkurs
52,509
Share price
50,983
Zeitreihenanalyse
29,738
Time series analysis
28,716
Theorie
27,982
Theory
27,350
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16,415
Estimation
16,079
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15,635
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Optionspreistheorie
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Aktienmarkt
14,499
Option pricing theory
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Stock market
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USA
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Kausalanalyse
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United States
11,200
Causality analysis
11,170
Forecasting model
9,245
Schätztheorie
7,414
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7,320
Ankündigungseffekt
5,624
Announcement effect
5,580
Cointegration
5,147
Kointegration
5,059
Stochastischer Prozess
5,025
Anlageverhalten
4,986
Welt
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CAPM
4,949
Behavioural finance
4,936
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4,916
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4,878
ARCH-Modell
4,222
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4,180
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4,155
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4,145
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Gupta, Rangan
129
Franses, Philip Hans
74
Hyndman, Rob J.
74
Ravazzolo, Francesco
69
Pesaran, M. Hashem
58
Timmermann, Allan
58
Ma, Feng
54
Koopman, Siem Jan
52
Marcellino, Massimiliano
52
Pierdzioch, Christian
52
Swanson, Norman R.
52
Koop, Gary
49
McAleer, Michael
48
McMillan, David G.
48
Kapetanios, George
43
Clark, Todd E.
41
Lux, Thomas
37
Clements, Michael P.
36
Athanasopoulos, George
33
Hendry, David F.
33
Kunst, Robert M.
32
Croux, Christophe
31
Dijk, Herman K. van
30
Guidolin, Massimo
30
Bollerslev, Tim
29
Caporin, Massimiliano
28
Stock, James H.
27
Casarin, Roberto
26
Costantini, Mauro
26
Ghysels, Eric
26
Giannone, Domenico
26
Makridakis, Spyros G.
26
Wang, Yudong
26
Zhang, Yaojie
26
Dijk, Dick van
25
Huber, Florian
25
Narayan, Paresh Kumar
25
Petropoulos, Fotios
25
Proietti, Tommaso
25
Salisu, Afees A.
25
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Rutgers University / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Verlag Dr. Kovač
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Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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Zentrum für Europäische Wirtschaftsforschung
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Australasian Economic Modelling Conference <1992, Cairns>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Bayerische Hypotheken- und Wechsel-Bank
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Boston College / Department of Economics
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Conference on Systems under Indirect Observation <1979, Cartigny>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
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Eric Cuvillier <Firma>
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Federal Reserve Bank of Kansas City / Research Division
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Federal Reserve Bank of Richmond
1
Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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International journal of forecasting
486
Journal of forecasting
280
Finance research letters
125
Journal of econometrics
108
Energy economics
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Economic modelling
90
Applied economics
88
International review of financial analysis
85
Discussion paper / Tinbergen Institute
79
Journal of empirical finance
79
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Journal of banking & finance
76
Working paper
68
The North American journal of economics and finance : a journal of financial economics studies
65
International review of economics & finance : IREF
64
Computational economics
62
Economics letters
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of financial economics
52
NBER working paper series
47
Applied economics letters
46
NBER Working Paper
41
European journal of operational research : EJOR
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
International Journal of Energy Economics and Policy : IJEEP
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
The European journal of finance
39
Pacific-Basin finance journal
38
Quantitative finance
38
CESifo working papers
36
CREATES research paper
36
Journal of international financial markets, institutions & money
36
Research in international business and finance
36
Journal of applied econometrics
35
Journal of risk and financial management : JRFM
34
Working paper / National Bureau of Economic Research, Inc.
34
Econometric reviews
33
Financial innovation : FIN
33
Working paper series / European Central Bank
33
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ECONIS (ZBW)
9,253
EconStor
165
USB Cologne (EcoSocSci)
6
OLC EcoSci
5
USB Cologne (business full texts)
1
RePEc
1
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1
"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:
2
Do stock prices contain predictive power for the future economic activity? : a Granger
causality
analysis in the frequency domain
Croux, Christophe
;
Reusens, Peter
- In:
Journal of macroeconomics
35
(
2013
),
pp. 93-103
Persistent link: https://www.econbiz.de/10009723986
Saved in:
3
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
4
Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun
;
Li, Xin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
Saved in:
5
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
6
New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
7
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
8
Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
9
Macroeconomic link to Indian capital market : a post-liberalization evidence
Ray, Hirak
;
Sarkar, Joy
- In:
Modern economy
5
(
2014
)
4
,
pp. 272-288
Persistent link: https://www.econbiz.de/10010412793
Saved in:
10
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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