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~isPartOf:"International journal of forecasting"
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International journal of forecasting
IMF Working Papers
392
Journal of econometrics
126
Economics letters
113
Finance research letters
92
Economic modelling
85
Applied economics
81
MPRA Paper
76
Physica A: Statistical Mechanics and its Applications
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of banking & finance
71
Journal of empirical finance
61
Energy economics
59
NBER Working Paper
59
NBER working paper series
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Discussion paper / Tinbergen Institute
56
International review of financial analysis
55
Research in international business and finance
55
Applied economics letters
52
CESifo working papers
52
Working paper
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Working paper / National Bureau of Economic Research, Inc.
51
International review of economics & finance : IREF
49
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41
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38
Computational economics
38
Journal of international financial markets, institutions & money
38
Journal of international money and finance
37
Journal of risk and financial management : JRFM
35
The North American journal of economics and finance : a journal of financial economics studies
34
International journal of theoretical and applied finance
33
Discussion paper series / IZA
30
European journal of operational research : EJOR
30
Journal of forecasting
29
Econometric theory
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
The review of financial studies
27
CREATES research paper
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
2
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:
3
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
4
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
5
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
6
Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
Saved in:
7
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
8
Correlation
dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
Saved in:
9
The effect of price volatility on judgmental forecasts : the correlated response model
Sobolev, Daphne
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10011746193
Saved in:
10
EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis
;
Thomakos, Dimitrios D.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
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