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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Germany"
~subject:"Theory"
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Pollock, Andrew C.
4
Önkal, Dilek
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
351
NBER working paper series
324
NBER Working Paper
297
Working paper / National Bureau of Economic Research, Inc.
297
Discussion paper / Centre for Economic Policy Research
191
Journal of international economics
147
IMF working paper
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IMF working papers
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Economics letters
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Open economies review
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99
Europäische Hochschulschriften / 5
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International journal of finance & economics : IJFE
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54
International economic journal
53
CESifo working papers
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48
Discussion paper / Tinbergen Institute
44
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42
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
37
Journal of economic dynamics & control
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The American economic review
33
Journal of empirical finance
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Seminar paper / Institute for International Economic Studies, University of Stockholm
30
The economic journal : the journal of the Royal Economic Society
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
68
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1
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
2
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
4
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Forecasting exchange rates with elliptically symmetric principal components
Solat, Karo
;
Tsang, Kwok Ping
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1085-1091
Persistent link: https://www.econbiz.de/10012794807
Saved in:
7
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
8
Statistical learning and exchange rate forecasting
Colombo, Emilio
;
Pelagatti, Matteo
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1260-1289
Persistent link: https://www.econbiz.de/10012546661
Saved in:
9
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
10
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
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