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~isPartOf:"International journal of forecasting"
~language:"eng"
~language:"hrv"
~person:"Jorgenson, Dale Weldeau"
~person:"Lucas, André"
~person:"Ma, Feng"
~person:"Viscusi, W. Kip"
~subject:"Consumer behaviour"
~subject:"Foreign investment"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
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Consumer behaviour
Foreign investment
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Volatility
Welt
Forecasting model
10
Prognoseverfahren
10
Volatilität
6
ARCH model
5
ARCH-Modell
5
Time series analysis
5
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5
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4
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Jorgenson, Dale Weldeau
Lucas, André
Ma, Feng
Viscusi, W. Kip
Stekler, Herman O.
11
Pesaran, M. Hashem
10
Schuermann, Til
8
Smith, L. Vanessa
8
Lahiri, Kajal
7
Clements, Michael P.
6
Fildes, Robert
6
Swanson, Norman R.
5
Allen, P. G.
4
Armstrong, Jon Scott
4
Clements, Adam
4
Ericsson, Neil R.
4
González-Rivera, Gloria
4
Wang, Yudong
4
Batchelor, Roy A.
3
Bauwens, Luc
3
Boudt, Kris
3
Campbell, James E.
3
Dijk, Dick van
3
Eicher, Theo S.
3
Fuertes, Ana María
3
Gallo, Giampiero M.
3
Galvão, Ana Beatriz C.
3
Gerlach, Richard
3
Islam, Towhidul
3
Joutz, Frederick L.
3
Koopman, Siem Jan
3
Layton, Allan P.
3
Lee, Ronald Demos
3
Lewis-Beck, Michael S.
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Makridakis, Spyros G.
3
Marcellino, Massimiliano
3
Meade, Nigel
3
Sinclair, Tara M.
3
Taleb, Nassim Nicholas
3
Taylor, James W.
3
Taylor, Nicholas
3
Wu, Chongfeng
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International journal of forecasting
Energy economics
20
Journal of risk and uncertainty : JRU
16
The American economic review
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of policy modeling : JPMOD ; a social science forum of world issues
11
International review of financial analysis
10
The review of economics and statistics
8
Applied economics
7
Economic inquiry : journal of the Western Economic Association International
7
International review of economics & finance : IREF
7
The journal of legal studies
7
Economic modelling
6
International journal of finance & economics : IJFE
6
The Scandinavian journal of economics
6
Finance research letters
5
Journal of empirical finance
5
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
5
The journal of economic perspectives : EP ; a journal of the American Economic Association
5
American law and economics review : the journal of the American Law and Economics Association
4
Applied economics letters
4
Journal of forecasting
4
Journal of policy analysis and management : the journal of the Association for Public Policy Analysis and Management
4
Review of environmental economics and policy
4
Telecommunications policy : the international journal of digital economy, data sciences and new media
4
The Rand journal of economics
4
Journal of banking & finance
3
Journal of econometrics
3
Journal of human resources : JHR
3
Journal of political economy
3
Journal of the Japanese and international economies : an international journal ; JJIE
3
The energy journal
3
The journal of law & economics
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The review of income and wealth : journal of the International Association for Research in Income and Wealth
3
Yale journal on regulation
3
American journal of agricultural economics
2
Brookings papers on economic activity / Microeconomics
2
China finance review international
2
Eastern economic journal
2
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ECONIS (ZBW)
7
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1
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7
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date (oldest first)
1
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
2
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
3
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
4
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
5
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
6
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
7
Nowcasting and forecasting global financial sector stress and credit market dislocation
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 741-758
Persistent link: https://www.econbiz.de/10010515585
Saved in:
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