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Journal of forecasting
Energy economics
267
Finance research letters
208
Applied economics
165
Economic modelling
156
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
131
International review of economics & finance : IREF
126
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
113
Economics letters
110
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Applied economics letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The European journal of finance
77
The journal of futures markets
75
Econometric theory
73
Econometric Institute research papers
69
Working paper
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International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of finance & economics : IJFE
53
International journal of economics and financial issues : IJEFI
50
Econometric reviews
48
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
87
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1
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
2
Forecasting volatility with outliers in GARCH models
Charles, Amélie
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 551-565
Persistent link: https://www.econbiz.de/10003779588
Saved in:
3
Power transformation models and volatility forecasting
Sadorsky, Perry A.
;
McKenzie, Michael D.
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 587-606
Persistent link: https://www.econbiz.de/10003779597
Saved in:
4
Gamma stochastic volatility models
Abraham, Bovas
;
Balakrishna, N.
;
Sivakumar, Ranjini
- In:
Journal of forecasting
25
(
2006
)
3
,
pp. 153-171
Persistent link: https://www.econbiz.de/10003318072
Saved in:
5
On a dynamic mixture GARCH model
Cheng, Xixin
;
Yu, Philip L. H
;
Li, Wai Keung
- In:
Journal of forecasting
28
(
2009
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10003823244
Saved in:
6
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos
;
Pittis, Nikitas
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
Saved in:
7
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
;
Rubia, Antonio
- In:
Journal of forecasting
25
(
2006
)
6
,
pp. 439-458
Persistent link: https://www.econbiz.de/10003378446
Saved in:
8
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
9
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
10
Bias in the estimation of non-linear transformations of the integrated variance of returns
Harris, Richard D. F.
;
Guermat, Cherif
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 481-494
Persistent link: https://www.econbiz.de/10003394896
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