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subject:"United States"
~isPartOf:"International journal of forecasting"
~subject:"Forecasting model"
~subject:"VAR model"
~subject:"Volatility"
~type:"article"
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United States
Forecasting model
VAR model
Volatility
Theorie
819
Theory
819
Prognoseverfahren
676
Time series analysis
303
Zeitreihenanalyse
303
Forecast
111
Prognose
110
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87
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87
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73
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66
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66
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Makridakis, Spyros G.
19
Hyndman, Rob J.
13
Armstrong, Jon Scott
9
Assimakopoulos, V.
9
Clements, Michael P.
9
Marcellino, Massimiliano
9
Spiliotis, Evangelos
9
Fildes, Robert
8
Franses, Philip Hans
8
Koopman, Siem Jan
8
Önkal, Dilek
8
Hendry, David F.
7
Petropoulos, Fotios
7
Taylor, James W.
7
Timmermann, Allan
7
Collopy, Frederick Lynch
6
Goodwin, Paul
6
Koehler, Anne B.
6
Ord, John Keith
6
Thomakos, Dimitrios D.
6
González-Rivera, Gloria
5
Harvey, Nigel
5
Kang, Yanfei
5
Reade, J. James
5
Ruiz, Esther
5
Snyder, Ralph D.
5
Weron, Rafał
5
Willemain, Thomas R.
5
Athanasopoulos, George
4
Dijk, Dick van
4
Foroni, Claudia
4
Gooijer, Jan G. de
4
Goude, Yannig
4
Granger, C. W. J.
4
Guerard, John Baynard
4
Herwartz, Helmut
4
Kolassa, Stephan
4
Lawrence, Michael J.
4
Li, Feng
4
Lucas, André
4
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International journal of forecasting
Journal of forecasting
460
European journal of operational research : EJOR
458
Economics letters
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
359
Journal of econometrics
347
The American economic review
337
Applied economics
289
Journal of banking & finance
280
The review of financial studies
265
American journal of agricultural economics
254
Journal of monetary economics
254
The review of economics and statistics
252
The journal of finance : the journal of the American Finance Association
245
Journal of economic dynamics & control
236
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Economic modelling
216
Journal of financial economics
213
Applied economics letters
194
Journal of political economy
193
Journal of international money and finance
185
International journal of production research
183
Journal of money, credit and banking : JMCB
183
Journal of applied econometrics
178
Journal of macroeconomics
175
Southern economic journal
174
Energy economics
171
Journal of empirical finance
159
Economic inquiry : journal of the Western Economic Association International
147
International economic review
142
Macroeconomic dynamics
142
The journal of futures markets
142
International journal of production economics
141
Management science : journal of the Institute for Operations Research and the Management Sciences
140
Computational economics
139
The economic journal : the journal of the Royal Economic Society
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
136
Finance research letters
134
International review of financial analysis
130
Journal of economic behavior & organization : JEBO
130
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ECONIS (ZBW)
699
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699
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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
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
3
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
4
Wind energy forecasting with missing values within a fully conditional specification framework
Wen, Honglin
;
Pinson, Pierre
;
Gu, Jie
;
Jin, Zhijian
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 77-95
Persistent link: https://www.econbiz.de/10014450260
Saved in:
5
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
6
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts
Akgun, Oguzhan
;
Pirotte, Alain
;
Urga, Giovanni
;
Yang, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 202-228
Persistent link: https://www.econbiz.de/10014450267
Saved in:
7
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:
8
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
9
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
10
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis
;
Laws, Jason
;
Pantelous, Athanasios A.
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
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