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~isPartOf:"Journal of forecasting"
~subject:"Forecasting model"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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Forecasting model
Volatility
Theorie
588
Theory
588
Prognoseverfahren
528
Time series analysis
263
Zeitreihenanalyse
263
Estimation theory
125
Schätztheorie
125
Estimation
99
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99
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71
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64
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64
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57
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50
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forecasting
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536
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539
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539
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Franses, Philip Hans
7
Clements, Michael P.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Gupta, Rangan
5
Brooks, Chris
4
Hall, Stephen G.
4
Jiang, He
4
McAleer, Michael
4
Song, Yuping
4
Baltagi, Badi H.
3
Bessler, David A.
3
Chen, Cathy W. S.
3
Clark, Todd E.
3
Granger, C. W. J.
3
Hyndman, Rob J.
3
Karathanasopoulos, Andreas
3
Kim, Jae H.
3
Kouassi, Eugène
3
Kouretas, Georgios P.
3
Kunst, Robert M.
3
Lee, Jack C.
3
Marcellino, Massimiliano
3
O'Hare, Colin
3
Peel, David
3
Peña, Daniel
3
Shang, Han Lin
3
Smith, Jeremy
3
Smith, Jim Q.
3
Tang, Xiaolong
3
Tavlas, George S.
3
Taylor, James W.
3
Timmermann, Allan
3
Wang, Yudong
3
Zhang, Yaojie
3
Alho, Juha M.
2
Banerjee, Anurag Narayan
2
Barbosa, Emanuel
2
Biswas, Atanu
2
Breitner, Michael H.
2
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Journal of forecasting
International journal of forecasting
897
Journal of econometrics
439
Journal of banking & finance
290
Finance research letters
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Economics letters
233
International journal of theoretical and applied finance
225
Economic modelling
212
Journal of empirical finance
210
Quantitative finance
209
European journal of operational research : EJOR
198
Applied economics
196
Computational economics
194
Energy economics
190
International review of financial analysis
176
Journal of economic dynamics & control
169
Journal of financial economics
162
The North American journal of economics and finance : a journal of financial economics studies
158
The journal of futures markets
151
International review of economics & finance : IREF
148
Applied economics letters
143
Journal of international money and finance
135
Risks : open access journal
135
The European journal of finance
131
Management science : journal of the Institute for Operations Research and the Management Sciences
130
Journal of risk and financial management : JRFM
117
Econometric reviews
113
Applied mathematical finance
112
Journal of applied econometrics
112
Technological forecasting & social change : an international journal
110
The review of financial studies
110
Insurance / Mathematics & economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
Journal of international financial markets, institutions & money
96
Journal of financial econometrics : official journal of the Society for Financial Econometrics
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Applied financial economics
92
Finance and stochastics
76
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ECONIS (ZBW)
539
Showing
1
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10
of
539
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.
;
Wu, Junxiang
;
Zhang, Zhaoyong
;
Zheng, …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Saved in:
3
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
4
Analyzing and forecasting electricity price using regime-switching models : the case of New Zealand market
Kapoor, Gaurav
;
Wichitaksorn, Nuttanan
;
Zhang, WenJun
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2011-2026
Persistent link: https://www.econbiz.de/10014432832
Saved in:
5
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
6
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
7
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
8
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
9
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
10
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
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