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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Brooks, Chris"
~person:"Caporale, Guglielmo Maria"
~subject:"Auslandsinvestition"
~subject:"Börsenkurs"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
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Auslandsinvestition
Börsenkurs
Supply chain
Theory
Wirkungsanalyse
Theorie
7
Time series analysis
7
Zeitreihenanalyse
7
Exchange rate
3
Forecasting model
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
Wechselkurs
3
Deutsche Mark
2
Einheitswurzeltest
2
Forecast
2
Französischer Franc
2
French franc
2
Prognose
2
Unit root test
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Business cycle
1
Causality analysis
1
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1
Estimation theory
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Gegenbauer processes
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Großbritannien
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Korrelation
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Pfund Sterling
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Portfolio selection
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Portfolio-Management
1
Pound Sterling
1
Schätztheorie
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Stock index
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USA
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Brooks, Chris
Caporale, Guglielmo Maria
Franses, Philip Hans
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Hall, Stephen G.
6
Chen, Cathy W. S.
5
Gupta, Rangan
5
Karathanasopoulos, Andreas
4
Lee, Jack C.
4
Marcellino, Massimiliano
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Song, Yuping
4
Souza, Reinaldo Castro
4
Tavlas, George S.
4
Taylor, James W.
4
Wang, Yudong
4
Chan, Ngai Hang
3
Chevallier, Julien
3
Clark, Todd E.
3
Demirer, Rıza
3
Dua, Pami
3
Granger, C. W. J.
3
Herwartz, Helmut
3
Hyndman, Rob J.
3
Jiang, He
3
Kim, Jae H.
3
Kunst, Robert M.
3
Mills, Terence C.
3
Muradoğlu, Gülnur
3
Peel, David
3
Peña, Daniel
3
Pittis, Nikitas
3
Sermpinis, Georgios
3
Smith, Jeremy
3
So, Mike Ka-pui
3
Tang, Xiaolong
3
Thomson, Peter J.
3
Timmermann, Allan
3
Wu, Jyh-lin
3
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Journal of forecasting
CESifo working papers
76
Economics and finance working paper series
54
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Discussion paper / Centre for Economic Forecasting
17
International review of financial analysis
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Applied economics
5
Applied financial economics
5
Department of Economics working papers
5
Applied economics letters
4
Computational economics
4
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Economics letters
4
Journal of banking & finance
4
Bulletin of economic research
3
Cogent economics & finance
3
Empirica : journal of european economics
3
Financial markets and portfolio management
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economic integration
3
Journal of empirical finance
3
Journal of international money and finance
3
Research in international business and finance
3
Research paper / University of Melbourne, Department of Economics
3
The Manchester School
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics letters
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series / IZA
2
Discussion papers in quantitative economics and computing / E
2
Discussion papers of interdisciplinary research project 373
2
Finance research letters
2
Global economic institutions working paper series
2
Investment management and financial innovations
2
Journal of applied economics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
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ECONIS (ZBW)
7
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1
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
2
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
Saved in:
3
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
4
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
5
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
6
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
7
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
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