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~subject:"Prognoseverfahren"
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A Comparison of Alternative Fo...
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Subject
All
Prognoseverfahren
Theorie
715,597
Theory
700,698
Volatility
42,752
Volatilität
42,506
Schätzung
41,973
Forecasting model
41,100
Estimation
41,030
Welt
38,733
World
38,009
USA
37,513
United States
36,001
Risiko
27,479
Risk
27,317
Deutschland
25,533
Geldpolitik
25,231
Portfolio-Management
24,690
Portfolio selection
24,473
Monetary policy
24,388
Germany
23,923
Börsenkurs
22,364
Share price
22,068
Mathematische Optimierung
19,140
Mathematical programming
19,030
Zeitreihenanalyse
18,293
Wirtschaftswachstum
17,900
Time series analysis
17,813
Kapitaleinkommen
17,737
Capital income
17,678
Economic growth
17,197
Finanzmarkt
13,365
Stochastischer Prozess
13,166
Financial market
13,127
Schätztheorie
12,893
Stochastic process
12,878
Konsumentenverhalten
12,765
Wechselkurs
12,628
Consumer behaviour
12,616
Spieltheorie
12,561
Estimation theory
12,493
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Online availability
All
Free
16,855
Undetermined
10,461
Type of publication
All
Article
22,108
Book / Working Paper
19,954
Journal
33
Type of publication (narrower categories)
All
Article in journal
20,361
Aufsatz in Zeitschrift
20,361
Working Paper
7,873
Graue Literatur
7,798
Non-commercial literature
7,798
Arbeitspapier
7,250
Aufsatz im Buch
1,437
Book section
1,437
Hochschulschrift
911
Thesis
673
Collection of articles of several authors
370
Sammelwerk
370
Aufsatzsammlung
201
Conference paper
165
Konferenzbeitrag
165
Collection of articles written by one author
149
Sammlung
149
Konferenzschrift
132
Bibliografie enthalten
112
Bibliography included
112
Lehrbuch
93
Textbook
82
Article
74
Conference proceedings
68
Systematic review
67
Übersichtsarbeit
67
Case study
59
Fallstudie
59
Amtsdruckschrift
58
Government document
58
Forschungsbericht
53
Research Report
39
Rezension
36
Handbook
30
Handbuch
30
Dissertation u.a. Prüfungsschriften
25
Amtliche Publikation
21
Reprint
20
Festschrift
19
Statistik
19
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Language
All
English
40,196
German
1,411
French
115
Spanish
84
Russian
71
Polish
61
Italian
48
Undetermined
48
Dutch
23
Portuguese
19
Finnish
9
Romanian
8
Norwegian
7
Hungarian
6
Slovak
6
Ukrainian
6
Swedish
5
Czech
3
Lithuanian
3
Danish
2
Croatian
2
Slovenian
2
Turkish
2
Afrikaans
1
Estonian
1
Multiple languages
1
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Author
All
Gupta, Rangan
299
Marcellino, Massimiliano
197
Franses, Philip Hans
196
Diebold, Francis X.
177
Timmermann, Allan
177
Ravazzolo, Francesco
166
Clark, Todd E.
153
Pierdzioch, Christian
146
Clements, Michael P.
143
McAleer, Michael
125
Swanson, Norman R.
121
McCracken, Michael W.
119
Pesaran, M. Hashem
119
Kapetanios, George
118
Hyndman, Rob J.
112
Giannone, Domenico
109
Koopman, Siem Jan
105
Ma, Feng
102
Hendry, David F.
101
Rossi, Barbara
99
Lahiri, Kajal
95
Schorfheide, Frank
95
Siliverstovs, Boriss
92
Kilian, Lutz
87
Koop, Gary
87
Fildes, Robert
86
McMillan, David G.
86
Armstrong, J. Scott
79
Dijk, Dick van
76
Ghysels, Eric
73
Dijk, Herman K. van
67
Mitchell, James
67
Fritsche, Ulrich
66
Carriero, Andrea
65
Guidolin, Massimo
65
Wang, Yudong
64
Wolfers, Justin
63
Zhang, Yaojie
61
Reichlin, Lucrezia
60
Athanasopoulos, George
59
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Institution
All
National Bureau of Economic Research
293
Federal Reserve Bank of St. Louis
23
OECD
23
European University Institute / Department of Law
16
Springer Fachmedien Wiesbaden
12
Gottfried Wilhelm Leibniz Universität Hannover
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Österreichisches Institut für Wirtschaftsforschung
10
Christian-Albrechts-Universität zu Kiel
9
Federal Reserve System / Division of Research and Statistics
9
Rutgers University / Department of Economics
9
University of Strathclyde / Department of Economics
9
European University Institute / Department of Economics
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
7
IGI Global
7
Innocenzo Gasparini Institute for Economic Research <Mailand>
7
Konjunkturforschungsstelle <Zürich>
7
University of Canterbury / Dept. of Economics and Finance
7
Centre for Quantitative Economics & Computing
6
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
6
Institut für Arbeitsmarkt- und Berufsforschung (IAB)
6
Institut für Höhere Studien
6
Institut für Weltwirtschaft
6
University of Cambridge / Department of Applied Economics
6
Verlag Dr. Kovač
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Europäische Kommission / Statistisches Amt
5
Federal Reserve Bank of Cleveland
5
Universität Konstanz
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Deutsche Gesellschaft für Operations-Research / Arbeitsgruppe Prognoseverfahren im Marketing
4
Econometrisch Instituut <Rotterdam>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Europäische Kommission / Gemeinsame Forschungsstelle
4
Federal Reserve Bank of Kansas City / Research Division
4
Narodna Banka na Republika Makedonija
4
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Published in...
All
International journal of forecasting
1,599
Journal of forecasting
921
Finance research letters
340
Energy economics
330
Applied economics
309
Technological forecasting & social change : an international journal
304
Journal of econometrics
298
NBER working paper series
273
Working paper
269
European journal of operational research : EJOR
264
Economic modelling
239
NBER Working Paper
237
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
234
Applied economics letters
230
International review of financial analysis
213
Economics letters
212
Journal of banking & finance
203
Working paper / National Bureau of Economic Research, Inc.
202
Discussion paper / Centre for Economic Policy Research
196
Discussion paper / Tinbergen Institute
195
Journal of empirical finance
184
Computational economics
181
ECB Working Paper
181
Working paper series / European Central Bank
165
International review of economics & finance : IREF
159
The North American journal of economics and finance : a journal of financial economics studies
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Journal of applied econometrics
150
CESifo working papers
146
Working paper / Department of Econometrics and Business Statistics, Monash University
139
Risks : open access journal
131
IMF working papers
129
International journal of production economics
128
Journal of financial economics
125
Journal of risk and financial management : JRFM
125
International journal of production research
121
Applied financial economics
112
The European journal of finance
110
Finance and economics discussion series
108
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Source
All
ECONIS (ZBW)
41,173
EconStor
741
USB Cologne (EcoSocSci)
125
RePEc
31
OLC EcoSci
17
USB Cologne (business full texts)
7
ArchiDok
1
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Showing
1
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10
of
42,095
Sort
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date (newest first)
date (oldest first)
1
Forecasting REIT
volatility
with high-frequency data : a comparison of alternative methods
Zhou, Jian
- In:
Applied economics
49
(
2017
)
26
,
pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614
Saved in:
2
A comparison of alternative forecast models of REIT
volatility
Zhou, Jian
;
Kang, Zhixin
- In:
The journal of real estate finance and economics
42
(
2011
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10009303157
Saved in:
3
Forecasting realized
volatility
of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
4
Testing the forecasting power of global economic conditions for the
volatility
of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
5
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
6
Google search volume sentiment and its impact on REIT market movements
Braun, Nicole
- In:
Journal of property investment & finance
34
(
2016
)
3
,
pp. 249-262
Persistent link: https://www.econbiz.de/10011489434
Saved in:
7
Testing the forecasting power of global economic conditions for the
volatility
of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
8
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
10
Forecasting the Value-at-Risk of REITs using realized
volatility
jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
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