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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Chan, Wai-Sum"
~person:"Granger, C. W. J."
~person:"Lee, Chien-chiang"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Forecasting model
9
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Chan, Wai-Sum
Granger, C. W. J.
Lee, Chien-chiang
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Hall, Stephen G.
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4
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4
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Journal of forecasting
Energy economics
47
Economic modelling
21
Applied economics
20
Journal of econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
International review of economics & finance : IREF
14
Pacific-Basin finance journal
10
International review of financial analysis
9
International journal of forecasting
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Journal of international money and finance
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
Applied economics letters
5
Defence and peace economics
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Japan and the world economy : international journal of theory and policy
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Macroeconomic dynamics
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Research in international business and finance
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Energy policy
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Global economic review
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Journal of Asian economics
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Oxford bulletin of economics and statistics
4
Tourism economics : the business and finance of tourism and recreation
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Applied financial economics
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Econometric theory
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Economic systems
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Financial innovation : FIN
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Iranian economic review : journal of University of Tehran
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technological forecasting & social change : an international journal
3
The European journal of finance
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The energy journal
3
The journal of international trade & economic development
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The journal of socio-economics
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Annales d'économie et de statistique
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Annals of economics and finance
2
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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ECONIS (ZBW)
12
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1
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
2
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
3
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
4
On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi
;
Cheung, Siu-hung
;
Chan, Wai-Sum
;
Zhang, …
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 445-464
Persistent link: https://www.econbiz.de/10003878614
Saved in:
5
Linking series generated at different frequencies
Hyung, Namwon
;
Granger, C. W. J.
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003738573
Saved in:
6
Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum
;
Ng, Man-wai
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 215-231
Persistent link: https://www.econbiz.de/10002027376
Saved in:
7
Economic and statistical measures of forecast accuracy
Granger, C. W. J.
;
Pesaran, M. Hashem
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 537-560
Persistent link: https://www.econbiz.de/10001541122
Saved in:
8
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
9
Investigating the relationship between gold and silver prices
Escribano, Álvaro
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
Saved in:
10
Forecasting from non-linear models in practice
Lin, Jin-lung
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001154805
Saved in:
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