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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"pol"
~subject:"Forecasting model"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Subject
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Forecasting model
Theorie
2,437
Theory
2,437
Estimation theory
1,618
Schätztheorie
1,618
USA
1,053
United States
1,053
Estimation
710
Schätzung
705
Time series analysis
689
Zeitreihenanalyse
689
Capital income
590
Kapitaleinkommen
590
Börsenkurs
585
Share price
585
Nichtparametrisches Verfahren
543
Nonparametric statistics
543
Volatility
502
Volatilität
502
Regression analysis
461
Regressionsanalyse
461
CAPM
399
Prognoseverfahren
386
Portfolio selection
326
Portfolio-Management
326
Statistical test
325
Statistischer Test
325
Panel
305
Panel study
305
Corporate governance
249
Corporate Governance
248
Stochastic process
247
Stochastischer Prozess
247
Risikoprämie
235
Risk premium
235
Führungskräfte
233
Managers
233
Welt
221
World
221
Method of moments
218
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Undetermined
220
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Article
Book / Working Paper
5
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All
Article in journal
Systematic review
Übersichtsarbeit
Aufsatz in Zeitschrift
386
Conference paper
6
Konferenzbeitrag
6
Language
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English
Polish
Author
All
Timmermann, Allan
14
Patton, Andrew J.
10
Bollerslev, Tim
9
Swanson, Norman R.
9
Clark, Todd E.
7
Andersen, Torben
6
Diebold, Francis X.
6
Dijk, Herman K. van
6
Ghysels, Eric
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Zhou, Guofu
6
Corradi, Valentina
5
Elliott, Graham
5
Lee, Ji Hyung
5
Pesaran, M. Hashem
5
Pettenuzzo, Davide
5
Rossi, Barbara
5
Todorov, Viktor
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Kapetanios, George
4
Kelly, Bryan T.
4
Koop, Gary
4
Linton, Oliver
4
Marcellino, Massimiliano
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
Valkanov, Rossen I.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Zhou, Hao
4
Bali, Turan G.
3
Bandi, Federico M.
3
Cai, Zongwu
3
Carriero, Andrea
3
Cohen, Lauren
3
Georgiev, Iliyan
3
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Journal of econometrics
Journal of financial economics
International journal of forecasting
1,530
Journal of forecasting
867
Technological forecasting & social change : an international journal
328
Applied economics
288
Energy economics
287
Finance research letters
273
European journal of operational research : EJOR
250
Economic modelling
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
Applied economics letters
220
Economics letters
204
International review of financial analysis
204
Journal of banking & finance
200
Journal of empirical finance
173
Journal of applied econometrics
152
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Computational economics
149
The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
141
International journal of production economics
129
Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Applied financial economics
110
Journal of international money and finance
99
Pacific-Basin finance journal
97
The European journal of finance
96
The review of financial studies
93
Insurance / Mathematics & economics
92
International Journal of Energy Economics and Policy : IJEEP
91
Quantitative finance
88
Advances in business and management forecasting
87
Journal of business research : JBR
84
Journal of economic dynamics & control
83
Research in international business and finance
81
The journal of futures markets
80
Journal of international financial markets, institutions & money
79
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ECONIS (ZBW)
386
Showing
1
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10
of
386
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date (oldest first)
1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
4
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
7
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
8
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
9
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
10
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
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