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Volatility
145
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136
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87
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International journal of forecasting
Finance research letters
676
Energy economics
675
NBER working paper series
544
Working paper / National Bureau of Economic Research, Inc.
516
NBER Working Paper
474
International review of financial analysis
444
Applied economics
433
Journal of banking & finance
430
Journal of econometrics
412
IMF Working Papers
410
International review of economics & finance : IREF
397
Economic modelling
386
The journal of futures markets
378
The North American journal of economics and finance : a journal of financial economics studies
341
Economics letters
338
Research in international business and finance
321
Applied economics letters
304
Journal of empirical finance
300
Working paper
294
Applied financial economics
280
International journal of theoretical and applied finance
268
Discussion paper / Centre for Economic Policy Research
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Journal of international financial markets, institutions & money
262
Journal of international money and finance
254
Discussion paper / Tinbergen Institute
231
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209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Journal of financial economics
202
CESifo working papers
194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
186
Pacific-Basin finance journal
179
International Journal of Energy Economics and Policy : IJEEP
175
The European journal of finance
172
Journal of economic dynamics & control
170
IMF working papers
168
International journal of finance & economics : IJFE
158
The review of financial studies
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ECONIS (ZBW)
162
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1
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
4
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:
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
Saved in:
6
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:
7
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
8
Aggregation across countries in stochastic population forecasts
Alho, Juha M.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 343-353
Persistent link: https://www.econbiz.de/10003764048
Saved in:
9
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
Saved in:
10
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
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