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Forecasting model
280
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280
Theorie
233
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233
Estimation theory
211
Schätztheorie
211
Time series analysis
168
Zeitreihenanalyse
168
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148
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148
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Timmermann, Allan
18
Bollerslev, Tim
16
Lee, Lung-fei
14
Diebold, Francis X.
12
Tauchen, George Eugene
12
Patton, Andrew J.
11
Todorov, Viktor
11
Swanson, Norman R.
10
Andersen, Torben
9
Ghysels, Eric
8
Xiu, Dacheng
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Linton, Oliver
7
Mykland, Per A.
7
Phillips, Peter C. B.
7
Schorfheide, Frank
7
Sun, Yixiao
7
Taylor, Robert
7
Elliott, Graham
6
Kapetanios, George
6
Koopman, Siem Jan
6
Li, Jia
6
McAleer, Michael
6
McCracken, Michael W.
6
Meddahi, Nour
6
Corradi, Valentina
5
Demetrescu, Matei
5
Francq, Christian
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Pesaran, M. Hashem
5
Pettenuzzo, Davide
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Shephard, Neil G.
5
Wang, Hansheng
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Zhang, Xinyu
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
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
1,626
NBER working paper series
1,465
Finance research letters
1,431
Working paper / National Bureau of Economic Research, Inc.
1,353
Journal of banking & finance
1,141
International review of financial analysis
1,125
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1,119
The journal of finance : the journal of the American Finance Association
948
Applied economics
942
Journal of forecasting
924
Journal of financial economics
902
Applied financial economics
824
Applied economics letters
807
Pacific-Basin finance journal
800
International review of economics & finance : IREF
766
Energy economics
697
The review of financial studies
663
Journal of financial and quantitative analysis : JFQA
658
Economic modelling
648
Discussion paper / Centre for Economic Policy Research
644
Journal of empirical finance
642
Economics letters
634
Research in international business and finance
626
Journal of international financial markets, institutions & money
582
The North American journal of economics and finance : a journal of financial economics studies
567
IMF Working Papers
548
Review of quantitative finance and accounting
523
Working paper
520
The European journal of finance
496
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
495
International journal of economics and finance
444
Journal of risk and financial management : JRFM
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
404
CESifo working papers
402
Management science : journal of the Institute for Operations Research and the Management Sciences
393
Journal of international money and finance
387
Technological forecasting & social change : an international journal
382
The journal of futures markets
356
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
566
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1
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10
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1
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:
2
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
3
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
4
Tail risk and return
predictability
for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
5
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:
6
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:
7
Stock return and cash flow
predictability
: the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
9
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
10
Simple tests for stock return
predictability
with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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