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Forecasting model
882
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882
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466
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466
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239
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239
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145
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Gupta, Rangan
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7
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5
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5
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5
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5
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4
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4
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4
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4
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4
Ma, Feng
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
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4
Pierdzioch, Christian
4
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Journal of forecasting
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3,948
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3,369
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3,209
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2,372
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2,060
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1,852
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1,685
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1,678
International journal of forecasting
1,641
Finance research letters
1,527
Working paper
1,485
Economics letters
1,413
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1,384
Journal of banking & finance
1,371
Economic modelling
1,305
Energy economics
1,092
International review of financial analysis
1,030
Discussion paper
1,004
International review of economics & finance : IREF
972
CESifo Working Paper
905
Journal of financial economics
903
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
897
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878
The journal of finance : the journal of the American Finance Association
878
Journal of econometrics
820
The review of financial studies
803
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793
Journal of international money and finance
787
Discussion paper / Tinbergen Institute
780
European journal of operational research : EJOR
737
Journal of empirical finance
702
The North American journal of economics and finance : a journal of financial economics studies
667
Journal of economic dynamics & control
661
CESifo Working Paper Series
650
Management science : journal of the Institute for Operations Research and the Management Sciences
649
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
642
Research in international business and finance
624
Pacific-Basin finance journal
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ECONIS (ZBW)
939
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1
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
2
Risk
-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
4
Constant versus time-varying beta models : further forecast evaluation
Reeves, Jonathan J.
;
Wu, Haifeng
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 256-266
Persistent link: https://www.econbiz.de/10009758646
Saved in:
5
A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
Saved in:
6
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
7
Forecasting value at
risk
and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
8
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
9
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe
;
Kourogenis, Nikolaos
;
Pittis, Nikitas
; …
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
Saved in:
10
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
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