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~isPartOf:"International journal of forecasting"
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Forecasting model
153
Prognoseverfahren
153
Volatility
145
Volatilität
145
ARCH model
96
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96
Theorie
94
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94
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Clements, Adam
4
Lucas, André
4
Wang, Yudong
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Zhang, Yaojie
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Catania, Leopoldo
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Demetrescu, Matei
3
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Cross, Jamie
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Kam Fong Chan
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International journal of forecasting
The journal of futures markets
790
Energy economics
782
Finance research letters
739
Journal of banking & finance
630
NBER working paper series
581
Working paper / National Bureau of Economic Research, Inc.
564
International review of financial analysis
535
NBER Working Paper
489
Applied economics
488
International review of economics & finance : IREF
452
Economic modelling
422
Journal of econometrics
413
International journal of theoretical and applied finance
388
The North American journal of economics and finance : a journal of financial economics studies
385
Applied financial economics
372
Research in international business and finance
359
Economics letters
354
Journal of empirical finance
349
Applied economics letters
331
Working paper
330
Journal of international financial markets, institutions & money
309
Journal of financial economics
291
Discussion paper / Centre for Economic Policy Research
283
Journal of international money and finance
274
Discussion paper / Tinbergen Institute
262
The European journal of finance
262
MPRA Paper
258
Journal of risk and financial management : JRFM
251
Quantitative finance
249
Pacific-Basin finance journal
247
The journal of finance : the journal of the American Finance Association
237
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
224
The review of financial studies
206
Journal of economic dynamics & control
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
International Journal of Energy Economics and Policy : IJEEP
194
CESifo working papers
192
IMF working papers
190
Journal of financial and quantitative analysis : JFQA
185
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ECONIS (ZBW)
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1
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:
2
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
Saved in:
3
A functional time series analysis of forward curves derived from commodity
futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
4
Forecasting returns in the VIX
futures
market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
Saved in:
5
Forecasting and trading on the VIX
futures
market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo
;
Guizzardi, Andrea
;
Palladini, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
Saved in:
6
Modelling and trading the U.S. implied
volatility
indices : evidence from the VIX, VXN and VXD indices
Psaradellis, Ioannis
;
Sermpinis, Georgios
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1268-1283
Persistent link: https://www.econbiz.de/10011622149
Saved in:
7
On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Rubia, Antonio
;
Sanchis-Marco, Lidia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10009706161
Saved in:
8
Forecasting abnormal stock returns and trading volume using investor sentiment : evidence from online search
Joseph, Kissan
;
Wintoki, M. Babajide
;
Zhang, Zelin
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1116-1127
Persistent link: https://www.econbiz.de/10009316811
Saved in:
9
Heterogeneous component multiplicative error models for forecasting trading volumes
Naimoli, Antonio
;
Storti, Giuseppe
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1332-1355
Persistent link: https://www.econbiz.de/10012305333
Saved in:
10
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
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