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International journal of forecasting
Physica A: Statistical Mechanics and its Applications
45
European journal of operational research : EJOR
33
MPRA Paper
32
Journal of economic theory
23
Annals of the Institute of Statistical Mathematics
22
Post-Print / HAL
19
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Statistical Papers / Springer
15
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
15
Computational Statistics
14
Discussion Paper / Tilburg University, Center for Economic Research
14
International journal of production research
14
Computational Statistics & Data Analysis
12
Insurance / Mathematics & economics
12
CEPR Discussion Papers
11
Cowles Foundation Discussion Papers
11
International journal of production economics
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Journal of econometrics
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Theoretical Economics
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Mathematics of operations research
10
Operations research
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Psychometrika
10
Technical Report
10
Theoretical economics : TE ; an open access journal in economic theory
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WTO Staff Working Paper
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9
Judgment and Decision Making
9
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Advances in Data Analysis and Classification
8
ECB Working Paper
8
Journal of economic dynamics & control
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LSE Research Online Documents on Economics
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1
Forecast combinations for value at risk and expected shortfall
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 428-441
Persistent link: https://www.econbiz.de/10012415069
Saved in:
2
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:
3
Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions
Yen, Yu-min
;
Yen, Tso-Jung
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 733-758
Persistent link: https://www.econbiz.de/10012792867
Saved in:
4
Combining forecasts : performance and
coherence
Thomson, Mary E.
;
Pollock, Andrew C.
;
Önkal, Dilek
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 474-484
Persistent link: https://www.econbiz.de/10012300689
Saved in:
5
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1502-1511
Persistent link: https://www.econbiz.de/10014465310
Saved in:
6
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
Saved in:
7
Forecast combination with outlier protection
Cheng, Gang
;
Yang, Yuhong
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 223-237
Persistent link: https://www.econbiz.de/10011474024
Saved in:
8
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
9
Forecasting realized volatility with changing average levels
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 620-634
Persistent link: https://www.econbiz.de/10011474431
Saved in:
10
Robustness
and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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