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International journal of forecasting
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1
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
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2
High-frequency credit spread information and macroeconomic forecast revision
Deschamps, Bruno
;
Ioannidis, Christos
;
Ka, Kook
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 358-372
Persistent link: https://www.econbiz.de/10012414805
Saved in:
3
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
4
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
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5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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6
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
7
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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8
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
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9
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
10
Global equity market volatility spillovers : a broader role for the United States
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1317-1339
Persistent link: https://www.econbiz.de/10011622159
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