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87
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Journal of forecasting
Energy economics
259
Finance research letters
203
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163
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156
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149
International review of financial analysis
144
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134
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125
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125
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124
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113
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102
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ECONIS (ZBW)
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71
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
Saved in:
72
Market risk management of banks : implications from the accuracy of value-at-risk forecasts
Wong, Michael C. S.
;
Cheng, Wai-yan
;
Wong, Clement Yuk-pang
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10001737010
Saved in:
73
Evidence of long memory in short-term interest rates
Meade, Nigel
;
Maier, Margaret R.
- In:
Journal of forecasting
22
(
2003
)
8
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001863395
Saved in:
74
Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
Saved in:
75
An outlier robust GARCH model and forecasting volatiltity of exchange rate returns
Park, Beum-jo
- In:
Journal of forecasting
21
(
2002
)
5
,
pp. 381-393
Persistent link: https://www.econbiz.de/10001688513
Saved in:
76
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
77
Forecasting daily foreign exchange rates using genetically optimized neural networks
Nag, Ashok K.
;
Mitra, Amit
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 501-511
Persistent link: https://www.econbiz.de/10001775846
Saved in:
78
Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.
;
Kunst, Robert M.
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
Saved in:
79
Guaranteed-contend prediction intervals for non-linear autoregressions
DeLuna, Xavier
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 265-272
Persistent link: https://www.econbiz.de/10001611040
Saved in:
80
Evaluating the predictive accuracy of volatility models
López, José A.
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 87-109
Persistent link: https://www.econbiz.de/10001570435
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