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Theory
USA
330,361
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291,770
Theorie
67,912
Prognoseverfahren
41,457
Volatility
41,108
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40,839
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40,462
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39,523
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39,423
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32,584
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31,513
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14,629
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13,224
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12,539
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11,628
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11,353
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11,270
Japan
11,197
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11,041
Geldpolitik
10,848
Time series analysis
10,754
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10,398
Wechselkurs
8,868
Konjunktur
8,778
Vereinigte Staaten
8,742
Wirkungsanalyse
8,699
Exchange rate
8,559
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8,536
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8,493
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15,592
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107
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6
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Diebold, Francis X.
195
Timmermann, Allan
134
Franses, Philip Hans
111
Clark, Todd E.
98
Bollerslev, Tim
92
Marcellino, Massimiliano
92
Pesaran, M. Hashem
88
Koopman, Siem Jan
87
Härdle, Wolfgang
84
Clements, Michael P.
80
Fabozzi, Frank J.
78
Caporale, Guglielmo Maria
75
Gupta, Rangan
74
Campbell, John Y.
73
McAleer, Michael
73
Heckman, James J.
72
Swanson, Norman R.
72
Koop, Gary
67
Acemoglu, Daron
66
Stambaugh, Robert F.
66
Schorfheide, Frank
65
Pierdzioch, Christian
63
Christiano, Lawrence J.
62
Hyndman, Rob J.
62
Caballero, Ricardo J.
61
Bekaert, Geert
60
Hendry, David F.
60
Ravazzolo, Francesco
60
Kilian, Lutz
59
Engle, Robert F.
58
Gil-Alaña, Luis A.
57
Mankiw, Nicholas Gregory
57
Herwartz, Helmut
55
Stock, James H.
54
Glaeser, Edward L.
53
Hautsch, Nikolaus
53
McCracken, Michael W.
53
Ghysels, Eric
51
Granger, C. W. J.
50
Lux, Thomas
50
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National Bureau of Economic Research
539
IGI Global
120
European University Institute / Department of Economics
31
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30
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22
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World Bank
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Edward Elgar Publishing
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Erasmus Research Institute of Management
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Federal Reserve System / Board of Governors
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OECD
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Robert Schuman Centre for Advanced Studies
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Springer Fachmedien Wiesbaden
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American Marketing Association
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
11
American Enterprise Institute for Public Policy Research
10
Frank J. Fabozzi Associates <New Hope, Pa.>
10
Institut für Weltwirtschaft
10
Institute of Finance and Accounting <London>
10
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Working paper / National Bureau of Economic Research, Inc.
1,665
International journal of forecasting
733
Discussion paper / Centre for Economic Policy Research
537
NBER working paper series
487
European journal of operational research : EJOR
481
Journal of forecasting
464
NBER Working Paper
396
Economics letters
376
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
367
Working paper
365
Journal of banking & finance
350
The American economic review
347
Journal of econometrics
331
Applied economics
312
The review of financial studies
289
Journal of financial economics
288
The journal of finance : the journal of the American Finance Association
284
CESifo working papers
259
Journal of monetary economics
259
The review of economics and statistics
256
American journal of agricultural economics
254
Journal of economic dynamics & control
250
Discussion paper / Tinbergen Institute
239
Computers & operations research : and their applications to problems of world concern ; an international journal
235
Finance research letters
229
Journal of empirical finance
215
Finance and economics discussion series
214
Applied economics letters
213
Economic modelling
210
Discussion paper series / IZA
206
Journal of political economy
203
International journal of production research
191
Journal of international money and finance
190
Journal of money, credit and banking : JMCB
189
Management science : journal of the Institute for Operations Research and the Management Sciences
179
Energy economics
175
Southern economic journal
175
Journal of applied econometrics
174
Discussion paper
165
Journal of macroeconomics
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ECONIS (ZBW)
66,879
Other ZBW resources
8
ArchiDok
2
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1
RePEc
1
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66,891
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1
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
2
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
3
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
4
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
5
Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan
-
2004
Persistent link: https://www.econbiz.de/10003384712
Saved in:
6
Roughing it up : including jump components in the measurement, modeling, and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
7
Essays on empirical asset pricing and investor behavior
Westheide, Christian
-
2011
Persistent link: https://www.econbiz.de/10009412402
Saved in:
8
Volatility
, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
Saved in:
9
Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
- In:
The European journal of finance
11
(
2005
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
Saved in:
10
The time variation of expected returns and
volatility
in foreign-exchange markets
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
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