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~isPartOf:"Journal of forecasting"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Forecasting model
Zeitreihenanalyse
Prognoseverfahren
153
Volatility
131
Volatilität
131
Theorie
78
Theory
78
ARCH model
59
ARCH-Modell
59
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43
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realized volatility
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forecasting
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160
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Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
So, Mike Ka-pui
4
Zhang, Yaojie
4
Brooks, Chris
3
Chen, Cathy W. S.
3
McMillan, David G.
3
Song, Yuping
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
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2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Chigira, Hiroaki
2
Cholodilin, Konstantin Arkadʹevič
2
Demirer, Rıza
2
Funke, Michael
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Lien, Da-hsiang Donald
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Mettenheim, Hans-Jörg von
2
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2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Speight, Alan E. H.
2
Spreckelsen, Christian von
2
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2
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2
Wang, Jiqian
2
Wen, Danyan
2
Yamamoto, Taku
2
Yang, Ke
2
Zhang, Bo
2
Abu-Mostafa, Yaser S.
1
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Journal of forecasting
International journal of forecasting
201
Journal of econometrics
197
Energy economics
195
Economic modelling
147
Finance research letters
147
Applied economics
126
International review of financial analysis
103
Journal of empirical finance
95
Economics letters
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
International review of economics & finance : IREF
89
The North American journal of economics and finance : a journal of financial economics studies
81
Applied economics letters
79
Journal of banking & finance
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Econometric reviews
62
Applied financial economics
54
Quantitative finance
54
Journal of international financial markets, institutions & money
51
Research in international business and finance
48
Econometrics : open access journal
47
Computational economics
46
International journal of finance & economics : IJFE
45
Journal of risk and financial management : JRFM
45
The journal of futures markets
45
Journal of applied econometrics
44
Journal of financial econometrics
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Journal of international money and finance
42
International Journal of Energy Economics and Policy : IJEEP
40
The European journal of finance
40
Econometric theory
37
International journal of economics and financial issues : IJEFI
33
Jahrbücher für Nationalökonomie und Statistik
33
Journal of financial economics
32
The empirical economics letters : a monthly international journal of economics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of economic dynamics & control
29
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ECONIS (ZBW)
160
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1
The forecasting efficacy of risk-neutral mopments for crude oil
volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
2
Cross-section stock return and implied covariance between jump and diffusive
volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
3
Real-time pricing of options on currency futures with artificial neural networks
Spreckelsen, Christian von
;
Mettenheim, Hans-Jörg von
; …
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 419-432
Persistent link: https://www.econbiz.de/10010425541
Saved in:
4
Parallel architecture of CNN-bidirectional LSTMs for implied
volatility
forecast
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
Saved in:
5
A multiplicative error model with heterogeneous components for forecasting realized
volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
6
Modeling and forecasting realized
volatility
in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
7
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
8
Forecasting government bond yields with neural networks considering
cointegration
Wegener, Christoph
;
Spreckelsen, Christian von
;
Basse, …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
Saved in:
9
Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.
;
Silva, Eliud
;
Gómez, Nicolás
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
Saved in:
10
Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S.
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003593891
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