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Time series analysis
331
Zeitreihenanalyse
331
Forecasting model
287
Prognoseverfahren
287
Theorie
256
Theory
256
ARCH model
87
ARCH-Modell
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Franses, Philip Hans
8
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5
Chan, Wai-Sum
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Chen, Cathy W. S.
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García-Ferrer, Antonio
5
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Kunst, Robert M.
4
Song, Yuping
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Cheung, Siu-hung
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Costantini, Mauro
3
Guerrero, Víctor M.
3
Hall, Stephen G.
3
Ma, Feng
3
Mills, Terence C.
3
Peña, Daniel
3
Pittis, Nikitas
3
Ravishanker, Nalini
3
Shang, Han Lin
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Smith, Jim Q.
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2
Chan, Ngai Hang
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Chen, Langnan
2
Chen, Rong
2
Chevallier, Julien
2
Choudhry, Taufiq
2
Clements, Michael P.
2
Dua, Pami
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Journal of forecasting
Journal of econometrics
1,039
International journal of forecasting
645
Economics letters
578
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
495
Applied economics
485
Energy economics
454
Econometric theory
442
Discussion paper / Tinbergen Institute
429
Economic modelling
413
Econometric reviews
318
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
306
Applied economics letters
303
Working paper
290
Finance research letters
283
IMF Working Papers
273
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
263
NBER working paper series
246
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
221
Working paper / Department of Econometrics and Business Statistics, Monash University
218
Journal of empirical finance
214
Journal of applied econometrics
210
CREATES research paper
197
International review of economics & finance : IREF
196
International review of financial analysis
196
The North American journal of economics and finance : a journal of financial economics studies
184
CESifo working papers
182
Computational economics
182
Journal of banking & finance
174
Applied financial economics
173
Discussion paper
172
Research in international business and finance
165
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
164
Journal of economic dynamics & control
159
The econometrics journal
158
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
155
Journal of risk and financial management : JRFM
149
Econometrics : open access journal
144
Discussion paper / Centre for Economic Policy Research
143
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ECONIS (ZBW)
408
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1
Disaggregation of annual flow data with multiplicative trends
Gudmunsson, Gudmundur
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001363646
Saved in:
2
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
3
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
4
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
5
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
6
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
7
Multivariate GARCH models with correlation clustering
So, Mike K. P.
;
Yip, Iris W. H.
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
Saved in:
8
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
9
Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.
;
Kunst, Robert M.
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
Saved in:
10
Guaranteed-contend prediction intervals for non-linear autoregressions
DeLuna, Xavier
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 265-272
Persistent link: https://www.econbiz.de/10001611040
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