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Time series analysis
572
Zeitreihenanalyse
572
Forecasting model
541
Prognoseverfahren
541
Theorie
368
Theory
368
Volatility
145
Volatilität
145
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105
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105
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96
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96
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74
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36
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692
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Hyndman, Rob J.
17
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Franses, Philip Hans
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Clements, Michael P.
9
Ruiz, Esther
9
Hendry, David F.
8
Koehler, Anne B.
8
Koopman, Siem Jan
8
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Bergmeir, Christoph
6
Dijk, Dick van
6
Kang, Yanfei
6
Kourentzes, Nikolaos
6
Peña, Daniel
6
Proietti, Tommaso
6
Taylor, James W.
6
Teräsvirta, Timo
6
Castle, Jennifer
5
González-Rivera, Gloria
5
Goodwin, Paul
5
Harvey, Nigel
5
Lucas, André
5
McCabe, Brendan Peter Martin
5
Miller, Don M.
5
O'Connor, Marcus J.
5
Panagiotelis, Anastasios
5
Pinson, Pierre
5
Snyder, Ralph D.
5
Weron, Rafał
5
Boudt, Kris
4
Camacho, Maximo
4
Catania, Leopoldo
4
Clements, Adam
4
Doornik, Jurgen A.
4
Fuertes, Ana María
4
Gardner, Everette S.
4
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International journal of forecasting
MPRA Paper
2,031
NBER working paper series
1,099
Journal of econometrics
1,038
ECB Working Paper
988
Energy economics
985
Working Paper
956
Working paper / National Bureau of Economic Research, Inc.
942
Applied economics
902
NBER Working Paper
895
Economics letters
886
Finance research letters
845
Working paper
820
CESifo working papers
794
CESifo Working Paper
744
Discussion paper / Tinbergen Institute
702
Economic modelling
696
Applied economics letters
617
Discussion paper / Centre for Economic Policy Research
591
International review of financial analysis
576
CEPR Discussion Papers
561
IZA Discussion Papers
557
Journal of banking & finance
555
International review of economics & finance : IREF
548
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
546
CESifo Working Paper Series
519
Discussion paper series / IZA
511
IMF Working Paper
498
Working paper series / European Central Bank
493
Tinbergen Institute Discussion Paper
480
Journal of forecasting
458
The North American journal of economics and finance : a journal of financial economics studies
453
The journal of futures markets
440
Discussion paper
430
IMF working papers
427
Journal of international money and finance
414
Econometric theory
401
Research in international business and finance
400
Applied financial economics
399
Journal of empirical finance
386
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ECONIS (ZBW)
692
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1
Multivariate
volatility
forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
2
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
Saved in:
3
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
Saved in:
4
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
5
Forecasting
volatility
and co-
volatility
of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
6
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
Saved in:
7
A Model Confidence Set approach to the combination of multivariate
volatility
forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
8
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
9
Realized
volatility
forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
Saved in:
10
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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