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Forecasting multivariate reali...
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Forecasting model
882
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882
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464
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464
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236
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236
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131
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131
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99
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Gupta, Rangan
15
Franses, Philip Hans
12
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7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
Chen, Cathy W. S.
6
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6
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5
García-Ferrer, Antonio
5
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5
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5
O'Hare, Colin
5
So, Mike Ka-pui
5
Taylor, James W.
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Brooks, Chris
4
Cepni, Oguzhan
4
Chevallier, Julien
4
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4
Gerlach, Richard
4
Granger, C. W. J.
4
Herwartz, Helmut
4
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4
Jiang, He
4
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4
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4
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4
Kouretas, Georgios P.
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
Pierdzioch, Christian
4
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Journal of forecasting
NBER working paper series
1,769
Finance research letters
1,658
Working paper / National Bureau of Economic Research, Inc.
1,643
International journal of forecasting
1,633
NBER Working Paper
1,399
Journal of banking & finance
1,317
International review of financial analysis
1,274
Applied economics
1,117
Energy economics
1,012
The journal of finance : the journal of the American Finance Association
995
Journal of financial economics
960
Applied financial economics
924
International review of economics & finance : IREF
917
Applied economics letters
906
Pacific-Basin finance journal
845
Discussion paper / Centre for Economic Policy Research
811
Economic modelling
787
Economics letters
738
Research in international business and finance
731
Journal of empirical finance
727
The review of financial studies
716
Journal of financial and quantitative analysis : JFQA
696
The North American journal of economics and finance : a journal of financial economics studies
687
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669
Journal of international financial markets, institutions & money
666
Journal of econometrics
653
The journal of futures markets
590
Review of quantitative finance and accounting
562
The European journal of finance
554
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
549
Journal of international money and finance
541
CESifo working papers
488
Journal of risk and financial management : JRFM
485
International journal of economics and finance
469
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
447
IMF working papers
443
Discussion paper / Tinbergen Institute
442
IMF Working Papers
432
Management science : journal of the Institute for Operations Research and the Management Sciences
429
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ECONIS (ZBW)
935
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1
Cross-sectional return dispersion and stock market
volatility
: evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
2
Forecasting stock return
volatility
: the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
3
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
Forecasting global stock market
volatility
: the impact of
volatility
spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
5
Forecasting stock return
volatility
: realized
volatility
-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Forecasting international equity market
volatility
: a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
7
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
A tug of war of forecasting the US stock market
volatility
: oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
9
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:
10
On the modelling and forecasting of multivariate realized
volatility
: generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
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