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Time series analysis
331
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331
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Franses, Philip Hans
8
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2
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2
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Journal of forecasting
Journal of econometrics
960
Energy economics
792
Economics letters
756
International journal of forecasting
725
Finance research letters
688
Applied economics
680
NBER working paper series
675
Working paper / National Bureau of Economic Research, Inc.
629
NBER Working Paper
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Economic modelling
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International review of financial analysis
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International review of economics & finance : IREF
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425
The journal of futures markets
407
The North American journal of economics and finance : a journal of financial economics studies
372
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358
Econometric theory
354
Applied financial economics
336
Journal of empirical finance
328
Research in international business and finance
326
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
321
CESifo working papers
313
European journal of operational research : EJOR
301
Econometric reviews
298
Journal of international money and finance
292
International journal of theoretical and applied finance
288
Journal of risk and financial management : JRFM
276
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
276
Journal of international financial markets, institutions & money
274
Journal of economic dynamics & control
267
Working paper / Department of Econometrics and Business Statistics, Monash University
256
Computational economics
244
International Journal of Energy Economics and Policy : IJEEP
243
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ECONIS (ZBW)
440
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1
Nowcasting world GDP growth with high-frequency data
Jardet, Caroline
;
Meunier, Baptiste
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1181-1200
Persistent link: https://www.econbiz.de/10013465691
Saved in:
2
Forecasting latent
volatility
through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
3
Forecasting stock
volatility
with a large set of predictors : a new forecast combination method
Gong, Xue
;
Zhang, Weiguo
;
Zhao, Yuan
;
Ye, Xin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1622-1647
Persistent link: https://www.econbiz.de/10014432742
Saved in:
4
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:
5
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:
6
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:
7
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
8
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:
9
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:
10
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
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