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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~language:"nor"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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ARCH-Modell
Kapitaleinkommen
Theorie
1,902
Theory
1,902
Forecasting model
1,720
Prognoseverfahren
1,720
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870
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870
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835
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835
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741
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Caporale, Guglielmo Maria
5
Gupta, Rangan
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Wang, Yudong
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Zhang, Yaojie
5
González-Rivera, Gloria
4
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Fountas, Stilianos
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Ma, Feng
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Olmo, Jose
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2
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2
Brown, Stephen J.
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International journal of forecasting
Journal of economics and finance
Journal of international money and finance
Finance research letters
727
Journal of banking & finance
649
International review of financial analysis
598
Journal of empirical finance
460
Journal of financial economics
457
Applied economics
440
Applied financial economics
434
International review of economics & finance : IREF
426
Pacific-Basin finance journal
393
The journal of finance : the journal of the American Finance Association
376
Energy economics
369
Applied economics letters
337
Research in international business and finance
328
The North American journal of economics and finance : a journal of financial economics studies
326
Journal of international financial markets, institutions & money
325
Economic modelling
311
The European journal of finance
292
Economics letters
280
Review of quantitative finance and accounting
274
The review of financial studies
271
Journal of econometrics
261
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250
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
240
Journal of risk and financial management : JRFM
225
International journal of economics and finance
209
Management science : journal of the Institute for Operations Research and the Management Sciences
188
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
180
International journal of economics and financial issues : IJEFI
172
The journal of real estate finance and economics
171
Investment management and financial innovations
159
Journal of forecasting
158
International journal of finance & economics : IJFE
155
The journal of asset management
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
The journal of futures markets
149
Journal of financial markets
142
Cogent economics & finance
132
Global finance journal
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ECONIS (ZBW)
474
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474
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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
Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals
Bai, Ye
;
Girma, Sourafel
;
Riaño, Alejandro
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451397
Saved in:
3
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
4
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
5
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
6
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:
7
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
8
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
9
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1002-1021
Persistent link: https://www.econbiz.de/10014547234
Saved in:
10
RMB exchange rate volatility and the cross-section of Chinese A-share returns
Qiao, Tongshuai
;
Ding, Wenjie
;
Han, Liyan
;
Li, Donghui
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014549828
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