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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Lee, Chien-chiang"
~person:"Pierdzioch, Christian"
~person:"Taylor, James W."
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Forecasting model
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Lee, Chien-chiang
Pierdzioch, Christian
Taylor, James W.
Gupta, Rangan
16
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13
Chen, Cathy W. S.
8
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Journal of forecasting
Energy economics
48
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
22
International journal of forecasting
21
International review of economics & finance : IREF
18
Emerging markets, finance and trade : EMFT
11
International review of financial analysis
11
Finance research letters
10
Journal of international money and finance
10
Pacific-Basin finance journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Economics letters
8
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7
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6
International economic journal
6
International journal of finance & economics : IJFE
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Global economic review
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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German economic review
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Iranian economic review : journal of University of Tehran
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
4
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices : evidence from a machine learning approach
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 785-801
Persistent link: https://www.econbiz.de/10014292795
Saved in:
5
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:
6
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
7
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet
;
Gabauer, David
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Saved in:
8
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
9
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
10
A comparison of temperature density forecasts from GARCH and atmospheric models
Taylor, James W.
;
Buizza, Roberto
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 337-355
Persistent link: https://www.econbiz.de/10002194813
Saved in:
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