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~subject:"Volatilität"
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Comparison of prediction model...
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Subject
All
Volatilität
Konjunktur
45,600
Prognoseverfahren
40,846
Forecasting model
39,853
Business cycle
39,656
Theorie
25,202
Theory
24,734
Insolvenz
15,517
Insolvency
15,069
Schätzung
11,656
USA
11,446
Estimation
11,299
United States
10,914
Czech Republic
10,676
Tschechien
9,973
Deutschland
9,022
Zeitreihenanalyse
7,699
Time series analysis
7,470
Frühindikator
6,936
Leading indicator
6,756
Germany
6,689
Welt
6,629
Prognose
6,617
World
6,299
Forecast
6,150
Volatility
5,641
Kapitaleinkommen
5,349
Finanzkrise
5,338
Capital income
5,334
Financial crisis
5,282
Geldpolitik
5,045
Monetary policy
4,818
Wirtschaftsprognose
4,657
EU-Staaten
4,611
Börsenkurs
4,529
Share price
4,465
Schock
4,452
Economic forecast
4,445
Shock
4,341
EU countries
4,334
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Online availability
All
Free
2,334
Undetermined
1,879
Type of publication
All
Article
3,142
Book / Working Paper
2,580
Type of publication (narrower categories)
All
Article in journal
3,007
Aufsatz in Zeitschrift
3,007
Working Paper
1,281
Graue Literatur
1,238
Non-commercial literature
1,238
Arbeitspapier
1,193
Aufsatz im Buch
125
Book section
125
Hochschulschrift
96
Thesis
76
Collection of articles written by one author
37
Sammlung
37
Collection of articles of several authors
32
Sammelwerk
32
Aufsatzsammlung
16
Systematic review
13
Übersichtsarbeit
13
Conference paper
11
Konferenzbeitrag
11
Bibliografie enthalten
7
Bibliography included
7
Konferenzschrift
6
Article
5
Amtsdruckschrift
4
Government document
4
Festschrift
3
Handbook
3
Handbuch
3
Lehrbuch
3
Textbook
3
Amtliche Publikation
2
Bibliografie
2
Conference proceedings
2
Reprint
2
Rezension
2
Case study
1
Dissertation u.a. Prüfungsschriften
1
Fallstudie
1
Research Report
1
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Language
All
English
5,673
German
40
Czech
4
French
3
Spanish
2
Italian
1
Polish
1
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Author
All
Gupta, Rangan
128
Ma, Feng
80
Pierdzioch, Christian
66
McAleer, Michael
55
Bollerslev, Tim
47
Zhang, Yaojie
39
Diebold, Francis X.
36
Lux, Thomas
36
Buch, Claudia M.
33
Wang, Yudong
33
Liang, Chao
32
Castelnuovo, Efrem
29
Wei, Yu
29
Bouri, Elie
27
Caggiano, Giovanni
26
Christoffersen, Peter F.
26
Clements, Adam
26
Döpke, Jörg
26
McMillan, David G.
26
Salisu, Afees A.
26
Caporin, Massimiliano
25
Jaimovich, Nir
25
Degiannakis, Stavros
24
Marcellino, Massimiliano
24
Bekaert, Geert
23
Andersen, Torben
22
Clark, Todd E.
22
Pesaran, M. Hashem
22
Wang, Jiqian
22
Asai, Manabu
21
Dijk, Dick van
21
Gallo, Giampiero M.
21
Medeiros, Marcelo C.
21
Engle, Robert F.
20
Mumtaz, Haroon
19
Chan, Joshua
18
Fernández-Villaverde, Jesús
18
Li, Yan
18
Patton, Andrew J.
18
Bonato, Matteo
17
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Institution
All
National Bureau of Economic Research
81
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of San Francisco
3
Svenska Handelshögskolan <Helsinki>
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Institute of Finance and Accounting <London>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
World Bank
2
Zentrum für Europäische Wirtschaftsforschung
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Brookings Institution
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Department of Economics
1
Deutsches Institut für Wirtschaftsforschung
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
INSEAD
1
Institut für Weltwirtschaft
1
Institutet för Internationell Ekonomi <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Inter-American Development Bank / Research Department
1
International Monetary Fund
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
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Published in...
All
International journal of forecasting
124
Energy economics
119
Journal of forecasting
114
Finance research letters
111
International review of financial analysis
83
Working paper / National Bureau of Economic Research, Inc.
82
NBER working paper series
79
Economic modelling
76
NBER Working Paper
71
International review of economics & finance : IREF
69
Applied economics
64
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of empirical finance
58
Journal of banking & finance
55
Working paper
52
Journal of econometrics
50
Economics letters
49
Discussion paper / Centre for Economic Policy Research
47
Applied economics letters
46
Department of Economics working paper series
37
The journal of futures markets
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of economic dynamics & control
36
Applied financial economics
34
Discussion paper / Tinbergen Institute
34
International journal of finance & economics : IJFE
33
Journal of financial economics
32
Quantitative finance
32
Finance and economics discussion series
31
The European journal of finance
31
CESifo working papers
30
CAMA working paper series
27
Discussion papers / CEPR
27
Journal of international financial markets, institutions & money
27
Pacific-Basin finance journal
27
Journal of international money and finance
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Macroeconomic dynamics
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
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Source
All
ECONIS (ZBW)
5,622
EconStor
94
USB Cologne (EcoSocSci)
5
RePEc
1
Showing
1
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10
of
5,722
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
2
The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
3
Macroeconomic volatility, predictability and uncertainty in the great moderation : evidence from the survey of professional forecasters/ Sean D. Campbell
Campbell, Sean D.
-
2004
Persistent link: https://www.econbiz.de/10002368513
Saved in:
4
Forecasting growth during the Great Recession : is financial volatility the missing ingredient?
Ferrara, Laurent
;
Marsilli, Clément
;
Ortega, Juan-Pablo
- In:
Economic modelling
36
(
2014
),
pp. 44-50
Persistent link: https://www.econbiz.de/10010412035
Saved in:
5
Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
Saved in:
6
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
7
The Baltic Dry Index : cyclicalities, forecasting and hedging strategies
Papailias, Fotis
;
Thomakos, Dimitrios D.
;
Liu, Jiadong
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10011632114
Saved in:
8
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
9
Panic at the gates : the effect of the collapse of Lehman Brothers at the Prague Stock Exchange
Novotný, Jan
-
2011
Persistent link: https://www.econbiz.de/10009422790
Saved in:
10
Has the predictability of the yield spread changed?
Kim, Dong-heon
;
Park, Euihwan
- In:
Seoul journal of economics
31
(
2018
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10011950676
Saved in:
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