//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stock return predictability in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
1,594
Prognoseverfahren
1,594
Theorie
722
Theory
722
Time series analysis
458
Zeitreihenanalyse
458
Economic forecast
260
Wirtschaftsprognose
260
Forecast
258
Prognose
251
Estimation
164
Schätzung
164
Forecasting
160
Leading indicator
140
Frühindikator
139
Volatility
134
Volatilität
134
USA
118
United States
118
Estimation theory
116
Schätztheorie
116
Bayes-Statistik
106
Bayesian inference
106
Capital income
103
Kapitaleinkommen
103
Inflation
86
ARCH model
85
ARCH-Modell
85
Regression analysis
84
VAR model
84
VAR-Modell
84
Regressionsanalyse
82
Welt
82
World
82
Statistical distribution
78
Statistische Verteilung
78
Neural networks
77
Neuronale Netze
77
Machine learning
53
Factor analysis
52
more ...
less ...
Online availability
All
Undetermined
829
Free
24
Type of publication
All
Article
1,610
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
1,620
Aufsatz in Zeitschrift
1,620
Collection of articles of several authors
31
Sammelwerk
31
Systematic review
6
Übersichtsarbeit
6
Aufsatzsammlung
3
Bibliografie enthalten
2
Bibliography included
2
Interview
2
Conference proceedings
1
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
1,626
Author
All
Fildes, Robert
29
Clements, Michael P.
28
Hyndman, Rob J.
26
Makridakis, Spyros G.
23
Goodwin, Paul
22
Stekler, Herman O.
21
Nikolopoulos, Konstantinos
20
Franses, Philip Hans
17
Taylor, James W.
17
Önkal, Dilek
16
Marcellino, Massimiliano
15
Athanasopoulos, George
14
Koopman, Siem Jan
14
Dijk, Dick van
13
Lewis-Beck, Michael S.
13
Armstrong, Jon Scott
12
Assimakopoulos, V.
12
Lahiri, Kajal
12
Lawrence, Michael J.
12
Pesaran, M. Hashem
12
Pinson, Pierre
12
Spiliotis, Evangelos
12
Hendry, David F.
11
Petropoulos, Fotios
11
Tao, Hong
11
Ruiz, Esther
10
Timmermann, Allan
10
Galvão, Ana Beatriz C.
9
Giannone, Domenico
9
Kapetanios, George
9
Koehler, Anne B.
9
Kolassa, Stephan
9
Kourentzes, Nikolaos
9
Ord, John Keith
9
Schuermann, Til
9
Smith, L. Vanessa
9
Boylan, John E.
8
González-Rivera, Gloria
8
Granger, C. W. J.
8
Kang, Yanfei
8
more ...
less ...
Published in...
All
International journal of forecasting
NBER working paper series
1,465
Finance research letters
1,431
Working paper / National Bureau of Economic Research, Inc.
1,353
Journal of banking & finance
1,141
International review of financial analysis
1,125
NBER Working Paper
1,119
The journal of finance : the journal of the American Finance Association
948
Applied economics
942
Journal of forecasting
924
Journal of financial economics
902
Applied financial economics
824
Applied economics letters
807
Pacific-Basin finance journal
800
International review of economics & finance : IREF
766
Energy economics
697
The review of financial studies
663
Journal of financial and quantitative analysis : JFQA
658
Economic modelling
648
Discussion paper / Centre for Economic Policy Research
644
Journal of empirical finance
642
Economics letters
634
Research in international business and finance
626
Journal of international financial markets, institutions & money
582
The North American journal of economics and finance : a journal of financial economics studies
567
Journal of econometrics
566
IMF Working Papers
548
Review of quantitative finance and accounting
523
Working paper
520
The European journal of finance
496
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
495
International journal of economics and finance
444
Journal of risk and financial management : JRFM
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
404
CESifo working papers
402
Management science : journal of the Institute for Operations Research and the Management Sciences
393
Journal of international money and finance
387
Technological forecasting & social change : an international journal
382
The journal of futures markets
356
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
353
more ...
less ...
Source
All
ECONIS (ZBW)
1,626
Showing
1
-
10
of
1,626
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Predicting stock volatility using after-hours information : evidence from the NASDAQ actively traded stocks
Chen, Chun-Hung
;
Yu, Wei-choun
;
Zivot, Eric
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 366-383
Persistent link: https://www.econbiz.de/10009581923
Saved in:
3
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sébastien
;
Ziemba, William T.
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
Saved in:
4
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:
5
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:
6
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
7
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
Saved in:
8
Predictability
of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
10
A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi
;
Izzeldin, Marwan
;
Li, Zhenxiong
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->