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Zeitreihenanalyse
703
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700
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418
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418
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385
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385
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292
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Phillips, Peter C. B.
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Bollerslev, Tim
12
Leybourne, Stephen James
12
Patton, Andrew J.
12
Elliott, Graham
11
Ghysels, Eric
11
Andersen, Torben
10
Chen, Xiaohong
10
Diebold, Francis X.
10
Hallin, Marc
10
Hong, Yongmiao
10
Koop, Gary
10
Park, Joon Y.
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Harvey, David I.
9
Koopman, Siem Jan
9
Todorov, Viktor
9
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8
Corradi, Valentina
8
Dijk, Herman K. van
8
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8
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8
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8
Schorfheide, Frank
8
Teräsvirta, Timo
8
Yu, Jun
8
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7
Hendry, David F.
7
Li, Jia
7
Marcellino, Massimiliano
7
Mykland, Per A.
7
Tauchen, George Eugene
7
Velasco, Carlos
7
Zakoïan, Jean-Michel
7
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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National Bureau of Economic Research
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National Science Foundation
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
1,738
NBER working paper series
1,033
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1,004
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920
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870
Applied economics
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736
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599
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590
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535
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527
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512
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
395
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Technological forecasting & social change : an international journal
364
International review of economics & finance : IREF
356
Econometric theory
335
International review of financial analysis
327
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317
European journal of operational research : EJOR
315
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
315
Journal of banking & finance
311
The North American journal of economics and finance : a journal of financial economics studies
300
Journal of applied econometrics
299
IMF Staff Country Reports
296
Journal of empirical finance
289
Working Paper
285
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280
Econometric reviews
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ECONIS (ZBW)
917
USB Cologne (EcoSocSci)
1
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1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
2
Modeling and
forecasting
realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
4
Forecasting
financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
5
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
6
Forecasting
a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
Saved in:
7
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Saved in:
8
Forecasting
by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
9
A flexible semiparametric
forecasting
model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
10
Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif
;
Ng, Serena
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
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