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Forecasting model
296
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296
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136
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136
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92
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92
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79
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Timmermann, Allan
15
Patton, Andrew J.
11
Swanson, Norman R.
10
Diebold, Francis X.
9
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Andersen, Torben
6
Bollerslev, Tim
6
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
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3
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National Bureau of Economic Research
1
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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
1,603
Journal of forecasting
889
Finance research letters
754
NBER working paper series
686
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524
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504
International review of financial analysis
503
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479
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438
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369
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365
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362
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352
Pacific-Basin finance journal
352
Technological forecasting & social change : an international journal
343
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339
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326
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323
Management science : journal of the Institute for Operations Research and the Management Sciences
322
International review of economics & finance : IREF
320
Economics letters
315
Journal of empirical finance
304
The review of financial studies
290
The North American journal of economics and finance : a journal of financial economics studies
261
Journal of financial and quantitative analysis : JFQA
244
Research in international business and finance
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Discussion paper / Tinbergen Institute
236
SpringerLink / Bücher
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CESifo working papers
226
The journal of finance : the journal of the American Finance Association
223
The European journal of finance
219
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
214
Computational economics
208
Review of quantitative finance and accounting
208
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201
Journal of economic behavior & organization : JEBO
200
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193
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ECONIS (ZBW)
303
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1
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:
2
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
3
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
4
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
5
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
6
Daily price limits and destructive market behavior
Chen, Ting
;
Gao, Zhenyu
;
He, Jibao
;
Jiang, Wenxi
;
Xiong, Wei
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10012144975
Saved in:
7
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
8
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
9
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
10
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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