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~isPartOf:"International journal of forecasting"
~language:"dan"
~language:"eng"
~language:"nld"
~language:"swe"
~subject:"Developing countries"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Thesis"
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Developing countries
Volatility
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850
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572
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Clements, Adam
4
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International journal of forecasting
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
863
Energy economics
681
Finance research letters
587
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536
Intereconomics : review of European economic policy
502
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453
International review of financial analysis
433
International review of economics & finance : IREF
432
Journal of banking & finance
405
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365
The journal of futures markets
361
Applied economics letters
352
The North American journal of economics and finance : a journal of financial economics studies
338
Economics letters
325
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323
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313
Journal of international money and finance
303
Research in international business and finance
286
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278
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267
Journal of empirical finance
264
International journal of theoretical and applied finance
245
International Journal of Energy Economics and Policy : IJEEP
223
Journal of risk and financial management : JRFM
222
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
219
The journal of development studies : JDS
211
Quantitative finance
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International journal of finance & economics : IJFE
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Journal of financial economics
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The world economy : the leading journal on international economic relations
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Development policy review
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Pacific-Basin finance journal
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Cogent economics & finance
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The European journal of finance
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Journal of economic dynamics & control
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
International journal of economics and finance
151
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
151
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151
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1
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
7
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
8
Systemic bias of IMF reserve and debt forecasts for program countries
Eicher, Theo S.
;
Kawai, Reina
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 985-1001
Persistent link: https://www.econbiz.de/10014547232
Saved in:
9
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
10
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
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