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Forecasting model
280
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280
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161
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137
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137
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Timmermann, Allan
17
Bollerslev, Tim
13
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11
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11
Swanson, Norman R.
10
Andersen, Torben
9
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9
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8
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7
Dijk, Herman K. van
7
Ghysels, Eric
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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
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Corradi, Valentina
5
Demetrescu, Matei
5
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Lee, Ji Hyung
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Pesaran, M. Hashem
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
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4
Giacomini, Raffaella
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Marcellino, Massimiliano
4
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Quaedvlieg, Rogier
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
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4
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4
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3
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3
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
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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
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298
Research in international business and finance
297
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264
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255
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229
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ECONIS (ZBW)
374
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1
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:
2
The scale of predictability
Bandi, F. M.
;
Perron, Benoit
;
Tamoni, A.
;
Tebaldi, C.
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
Saved in:
3
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:
4
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
7
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:
8
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:
9
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:
10
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
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