Narrow search
Showing 1 - 10 of 1,797
Cover Image
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Cover Image
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
Cover Image
Interactions between analysts' and managers' earnings forecasts
Brown, Lawrence D.; Zhou, Ling - In: International journal of forecasting 31 (2015) 2, pp. 501-514
Persistent link: https://www.econbiz.de/10011474201
Cover Image
News volume information : beyond earnings forecasting in a global stock selection model
Gillam, Robert A.; Guerard, John Baynard; Cahan, … - In: International journal of forecasting 31 (2015) 2, pp. 575-581
Persistent link: https://www.econbiz.de/10011474412
Cover Image
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin - In: International journal of forecasting 31 (2015) 2, pp. 550-560
Persistent link: https://www.econbiz.de/10011474399
Cover Image
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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