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~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~subject:"Forecasting model"
~subject:"Share price"
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Forecasting model
Share price
Estimation
1,359
Schätzung
1,359
Theorie
444
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444
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294
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294
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260
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Wang, Yudong
9
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7
Ravazzolo, Francesco
4
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3
Chinn, Menzie David
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3
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2
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2
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2
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2
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2
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
International journal of forecasting
204
Finance research letters
203
Applied economics letters
164
Applied economics
155
NBER working paper series
153
International review of financial analysis
152
Working paper / National Bureau of Economic Research, Inc.
150
Economic modelling
147
Journal of banking & finance
146
International review of economics & finance : IREF
141
Journal of empirical finance
132
NBER Working Paper
132
Journal of forecasting
129
The North American journal of economics and finance : a journal of financial economics studies
121
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116
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104
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102
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101
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90
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89
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82
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81
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79
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73
Journal of risk and financial management : JRFM
71
The European journal of finance
71
Review of quantitative finance and accounting
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
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58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
The journal of futures markets
58
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ECONIS (ZBW)
272
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272
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1
Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu
;
Zhu, Haoyang
;
Dai, Zhifeng
- In:
Energy economics
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014478814
Saved in:
2
Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong
;
Hao, Xianfeng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542061
Saved in:
3
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
4
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
5
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
6
African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015046944
Saved in:
7
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
8
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
9
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
10
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
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