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isPartOf:"International journal of forecasting"
subject:"Forecasting model"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Stock market"
~subject:"Wechselkurs"
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Forecasting model
Stock market
Wechselkurs
Estimation
436
Schätzung
436
Prognoseverfahren
187
Theorie
128
Theory
128
Volatility
115
Volatilität
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Narayan, Paresh Kumar
9
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International journal of forecasting
Journal of international financial markets, institutions & money
Applied economics
197
Finance research letters
185
Economic modelling
179
International review of economics & finance : IREF
166
International review of financial analysis
158
Applied economics letters
155
Journal of international money and finance
139
The North American journal of economics and finance : a journal of financial economics studies
131
NBER working paper series
130
Working paper / National Bureau of Economic Research, Inc.
130
NBER Working Paper
121
Journal of banking & finance
114
Applied financial economics
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Journal of empirical finance
111
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111
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110
Energy economics
103
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Research in international business and finance
101
International journal of finance & economics : IJFE
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Journal of financial economics
80
The European journal of finance
79
Journal of econometrics
74
Journal of risk and financial management : JRFM
72
International journal of economics and financial issues : IJEFI
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Pacific-Basin finance journal
68
Economics letters
67
International journal of economics and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
The empirical economics letters : a monthly international journal of economics
57
Discussion papers / CEPR
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Cogent economics & finance
50
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50
Journal of applied econometrics
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ECONIS (ZBW)
275
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
4
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
5
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
Saved in:
6
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
7
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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8
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
9
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
10
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
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