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Forecasting model
280
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280
Theorie
162
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162
Capital income
137
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137
Time series analysis
113
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Timmermann, Allan
17
Bollerslev, Tim
13
Diebold, Francis X.
12
Patton, Andrew J.
11
Swanson, Norman R.
10
Andersen, Torben
9
Todorov, Viktor
9
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Linton, Oliver
7
Mykland, Per A.
7
Xiu, Dacheng
7
Elliott, Graham
6
McCracken, Michael W.
6
Meddahi, Nour
6
Schorfheide, Frank
6
Tauchen, George Eugene
6
Taylor, Robert
6
Corradi, Valentina
5
Demetrescu, Matei
5
Kapetanios, George
5
Lee, Ji Hyung
5
Pesaran, M. Hashem
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Shephard, Neil G.
5
Fan, Jianqing
4
Giacomini, Raffaella
4
Koop, Gary
4
Koopman, Siem Jan
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Quaedvlieg, Rogier
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Zhang, Lan
4
Zhang, Xinyu
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
1,610
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900
NBER working paper series
866
Finance research letters
804
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793
Journal of banking & finance
693
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International review of financial analysis
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Applied economics
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502
Applied economics letters
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463
The journal of finance : the journal of the American Finance Association
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Applied financial economics
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International review of economics & finance : IREF
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Pacific-Basin finance journal
416
Discussion paper / Centre for Economic Policy Research
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Economic modelling
393
The review of financial studies
379
Working paper
369
Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
342
Technological forecasting & social change : an international journal
338
The European journal of finance
318
Journal of financial and quantitative analysis : JFQA
315
Journal of international financial markets, institutions & money
310
Review of quantitative finance and accounting
304
Management science : journal of the Institute for Operations Research and the Management Sciences
303
European journal of operational research : EJOR
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Research in international business and finance
295
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
265
Journal of risk and financial management : JRFM
263
CESifo working papers
247
Discussion paper / Tinbergen Institute
242
Journal of international money and finance
231
International journal of economics and finance
227
ECB Working Paper
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ECONIS (ZBW)
374
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374
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1
Nonlinearity, nonstationarity, and spurious forecasts
Marmer, Vadim
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003608083
Saved in:
2
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
3
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
4
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
5
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
7
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
8
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
9
Predictability of stock returns and asset allocation under structural breaks
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 60-78
Persistent link: https://www.econbiz.de/10009270410
Saved in:
10
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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