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Volatility
131
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So, Mike Ka-pui
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Journal of forecasting
Energy economics
675
Finance research letters
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NBER working paper series
517
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500
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445
International review of financial analysis
425
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378
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371
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327
Research in international business and finance
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270
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
175
International Journal of Energy Economics and Policy : IJEEP
172
The European journal of finance
161
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of finance & economics : IJFE
155
Journal of economic dynamics & control
152
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145
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ECONIS (ZBW)
134
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1
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.
;
Chen, Jing
;
Williams, Julian
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Saved in:
2
Forecasting for the LCD monitor
market
Lo, Shin-Lian
;
Wang, Fu-Kwun
;
Lindley, James T.
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10003826742
Saved in:
3
Modelling the development of supply-restricted telecommunications markets
Islam, Towhidul
;
Fiebig, Denzil G.
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001611026
Saved in:
4
Investigating the relationship between gold and silver prices
Escribano, Álvaro
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
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
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
7
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
8
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
9
Forecasting
volatility
with noisy jumps : an application to the Dow Jones Industrial Average stocks
Awartani, Basel M. A.
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10003738612
Saved in:
10
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
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