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International journal of forecasting
Journal of econometrics
1,643
Economics letters
986
Econometric theory
729
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
628
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper series / IZA
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European journal of operational research : EJOR
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Journal of applied econometrics
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Discussion paper
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Regional studies
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CREATES research paper
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IZA Discussion Paper
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ECONIS (ZBW)
155
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1
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:
2
Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes
;
Oliveira, Fernando Luiz Cyrino
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
Saved in:
3
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
4
Damped trend exponential smoothing : a modelling viewpoint
McKenzie, Eddie
;
Gardner, Everette S.
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 661-665
Persistent link: https://www.econbiz.de/10008806567
Saved in:
5
Predictive likelihood for Bayesian model selection and averaging
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 744-763
Persistent link: https://www.econbiz.de/10008807726
Saved in:
6
Optimal prediction under LINLIN loss : empirical evidence
Ulu, Yasemin
- In:
International journal of forecasting
23
(
2007
)
4
,
pp. 707-715
Persistent link: https://www.econbiz.de/10003616100
Saved in:
7
A useful tool for forecasting the Euro-area business cycle phases
Bengoechea, Pilar
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 735-749
Persistent link: https://www.econbiz.de/10003385864
Saved in:
8
Testing Granger causality in the presence of threshold effects
Li, Jing
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 771-780
Persistent link: https://www.econbiz.de/10003385876
Saved in:
9
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
- In:
International journal of forecasting
23
(
2007
)
3
,
pp. 365-376
Persistent link: https://www.econbiz.de/10003567875
Saved in:
10
Errors, robustness, and the fourth quadrant
Taleb, Nassim Nicholas
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 744-759
Persistent link: https://www.econbiz.de/10003921416
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