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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Forecasting model
Stock market
Börsenkurs
Zeitreihenanalyse
Estimation
589
Schätzung
589
Theorie
170
Theory
170
Prognoseverfahren
131
Capital income
118
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USA
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108
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283
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Gupta, Rangan
4
Barkoulas, John T.
3
Chan, Ngai Hang
3
Garrett, Ian
3
Muradoğlu, Gülnur
3
Pierdzioch, Christian
3
Apergēs, Nikolaos
2
Baum, Christopher F.
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2
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2
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2
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2
Iyer, Sridhar
2
Kanas, Angelos
2
Karathanasopoulos, Andreas
2
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2
Lyhagen, Johan
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2
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2
Reeves, Jonathan J.
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2
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2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
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1
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Applied financial economics
Journal of forecasting
Applied economics
259
Applied economics letters
246
Finance research letters
238
Economic modelling
233
International review of economics & finance : IREF
191
International review of financial analysis
183
Working paper / National Bureau of Economic Research, Inc.
176
NBER working paper series
175
International journal of forecasting
171
Journal of econometrics
168
Journal of banking & finance
166
Energy economics
159
NBER Working Paper
157
Journal of empirical finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
The North American journal of economics and finance : a journal of financial economics studies
148
CESifo working papers
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Discussion paper / Centre for Economic Policy Research
124
Journal of international financial markets, institutions & money
121
Economics letters
118
Research in international business and finance
118
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115
Journal of financial economics
106
Discussion paper / Tinbergen Institute
104
Journal of international money and finance
92
Pacific-Basin finance journal
90
The European journal of finance
90
International journal of finance & economics : IJFE
89
Journal of risk and financial management : JRFM
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
International journal of economics and finance
75
Journal of applied econometrics
71
Review of quantitative finance and accounting
66
Finance and economics discussion series
64
Cogent economics & finance
62
The journal of futures markets
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ECONIS (ZBW)
283
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
8
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
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