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Forecasting model
251
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Taylor, James W.
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International journal of forecasting
Journal of econometrics
2,135
Economics letters
1,334
European journal of operational research : EJOR
1,025
NBER working paper series
848
NBER Working Paper
810
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
807
Econometric theory
802
Energy economics
759
Working paper / National Bureau of Economic Research, Inc.
749
Finance research letters
736
Applied economics
620
Discussion paper / Tinbergen Institute
601
Economic modelling
568
Econometric reviews
562
Applied economics letters
512
International journal of theoretical and applied finance
502
Journal of banking & finance
492
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491
International review of financial analysis
471
Insurance / Mathematics & economics
432
The journal of futures markets
429
International review of economics & finance : IREF
409
CEMMAP working papers / Centre for Microdata Methods and Practice
397
Journal of economic dynamics & control
389
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
388
The North American journal of economics and finance : a journal of financial economics studies
373
Discussion paper / Centre for Economic Policy Research
369
Journal of the American Statistical Association : JASA
362
Journal of empirical finance
350
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
341
CESifo working papers
333
Journal of applied econometrics
327
Computational economics
323
Research in international business and finance
316
Quantitative finance
313
The econometrics journal
313
Applied financial economics
308
Série des documents de travail / Centre de Recherche en Économie et Statistique
301
Operations research letters
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ECONIS (ZBW)
319
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1
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Volatility
and quantile forecasts by realized stochastic
volatility
models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
4
Threshold stochastic
volatility
: properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
5
Realized
volatility
forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
6
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
7
A useful tool for forecasting the Euro-area business cycle phases
Bengoechea, Pilar
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 735-749
Persistent link: https://www.econbiz.de/10003385864
Saved in:
8
Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 281-307
Persistent link: https://www.econbiz.de/10009247502
Saved in:
9
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
Layton, Allan P.
- In:
International journal of forecasting
14
(
1998
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001242432
Saved in:
10
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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