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~isPartOf:"International journal of forecasting"
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Forecasting model
615
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615
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572
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383
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Hyndman, Rob J.
17
Makridakis, Spyros G.
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10
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9
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9
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8
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8
Ruiz, Esther
8
Dijk, Dick van
7
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Bergmeir, Christoph
6
Goodwin, Paul
6
Kang, Yanfei
6
Miller, Don M.
6
Peña, Daniel
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Proietti, Tommaso
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Stekler, Herman O.
6
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6
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Thomakos, Dimitrios D.
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5
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5
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5
Pinson, Pierre
5
Poncela, Pilar
5
Snyder, Ralph D.
5
Weron, Rafał
5
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5
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5
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
12,081
NBER working paper series
4,846
The American economic review
2,485
Discussion paper / Centre for Economic Policy Research
2,346
NBER Working Paper
2,326
Discussion paper series / IZA
2,204
Applied economics
2,155
Economisch statistische berichten : ESB
2,024
The journal of finance : the journal of the American Finance Association
1,777
Economics letters
1,708
Working paper
1,680
Journal of banking & finance
1,670
American journal of agricultural economics
1,628
The review of financial studies
1,567
The review of economics and statistics
1,544
Finance research letters
1,376
Energy economics
1,357
Journal of financial economics
1,337
Applied economics letters
1,208
Journal of econometrics
1,173
Discussion paper / Tinbergen Institute
1,157
CESifo working papers
1,150
IZA Discussion Papers
1,128
The journal of futures markets
1,108
Journal of financial and quantitative analysis : JFQA
1,056
International review of financial analysis
1,052
Finance and economics discussion series
991
Economic modelling
961
Economic review
948
Southern economic journal
910
International review of economics & finance : IREF
892
Economic inquiry : journal of the Western Economic Association International
887
Monthly labor review : MLR
883
Applied financial economics
860
National tax journal
857
Journal of money, credit and banking : JMCB
844
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
834
Journal of human resources : JHR
794
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
793
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ECONIS (ZBW)
829
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1
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
2
The interaction between trend and seasonality
Hyndman, Rob J.
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 561-563
Persistent link: https://www.econbiz.de/10002433857
Saved in:
3
Forecasting using a periodic transfer function : with an application to the UK price of ferrous scrap
Albertson, Kevin
;
Aylen, Jonathan
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001428535
Saved in:
4
Dynamic structural analysis and forecasting of residential electricity consumption
Harris, John L.
- In:
International journal of forecasting
9
(
1993
)
4
,
pp. 437-455
Persistent link: https://www.econbiz.de/10001159381
Saved in:
5
Modelling the great lakes freeze : forecasting and seasonality in the market for ferrous scrap
Albertson, Kevin
- In:
International journal of forecasting
12
(
1996
)
3
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001334815
Saved in:
6
Additive outliers, GARCH and forecasting
volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
7
Identification of
volatility
proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
8
Stock market
volatility
forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
9
Macroeconomic news and market reaction : surprise indexes meet nowcasting
Caruso, Alberto
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1725-1734
Persistent link: https://www.econbiz.de/10012305522
Saved in:
10
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
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