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Forecasting model
882
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882
Theorie
459
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459
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237
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237
Volatility
119
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119
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117
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117
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99
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Gupta, Rangan
15
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12
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7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Tavlas, George S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chan, Wai-Sum
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Gerlach, Richard
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Kouassi, Eugène
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
Salisu, Afees A.
4
So, Mike Ka-pui
4
Taylor, James W.
4
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Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
11,963
NBER working paper series
4,688
The American economic review
2,462
Discussion paper / Centre for Economic Policy Research
2,244
NBER Working Paper
2,185
Discussion paper series / IZA
2,010
Applied economics
1,859
International journal of forecasting
1,693
Working paper
1,642
The journal of finance : the journal of the American Finance Association
1,619
IMF Staff Country Reports
1,602
American journal of agricultural economics
1,595
Journal of banking & finance
1,560
The review of economics and statistics
1,495
The review of financial studies
1,470
IMF country report
1,309
Economics letters
1,302
Journal of financial economics
1,272
Finance research letters
1,057
CESifo working papers
1,036
European journal of operational research : EJOR
1,030
Applied economics letters
1,024
Energy economics
1,007
Finance and economics discussion series
1,002
Journal of financial and quantitative analysis : JFQA
981
IZA Discussion Papers
979
Economic review
954
Southern economic journal
914
Economic inquiry : journal of the Western Economic Association International
892
The journal of futures markets
891
Monthly labor review : MLR
876
International review of financial analysis
861
National tax journal
860
Journal of money, credit and banking : JMCB
813
Applied financial economics
781
Journal of human resources : JHR
776
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
735
IMF working papers
732
Economic modelling
723
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ECONIS (ZBW)
932
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1
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
2
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
3
Estimating private information usage amongst analysts : evidence from UK earnings forecasts
Mira, Svetlana
;
Taylor, Nicholas
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 679-705
Persistent link: https://www.econbiz.de/10009423367
Saved in:
4
Uncertainty and
predictability
of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
Saved in:
5
Understanding and predicting sovereign debt rescheduling : a comparison of the areas under receiver operating characteristic curves
Rodriguez, Arnulfo
;
Rodriguez, Pedro N.
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 459-479
Persistent link: https://www.econbiz.de/10003394894
Saved in:
6
International equity flows and the
predictability
of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
7
Forecasting performance of nonlinear models for intraday stock returns
Matías, José M.
;
Reboredo, Juan Carlos
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009503688
Saved in:
8
Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
Saved in:
9
Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.
;
Shi, Shanming
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
Saved in:
10
Moving average rules, volume and the
predictability
of security returns with feedforward networks
Gençay, Ramazan
;
Stengos, Thanasis
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 401-414
Persistent link: https://www.econbiz.de/10001363198
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