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Forecasting model
882
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882
Theorie
450
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450
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230
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230
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131
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131
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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
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5
O'Hare, Colin
5
So, Mike Ka-pui
5
Taylor, James W.
5
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5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Brooks, Chris
4
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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
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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
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4
Ma, Feng
4
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4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
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Journal of forecasting
International journal of forecasting
1,623
Finance research letters
942
Energy economics
899
NBER working paper series
833
Journal of econometrics
733
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
707
Journal of banking & finance
691
Applied economics
686
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Economics letters
550
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544
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515
International review of economics & finance : IREF
491
European journal of operational research : EJOR
480
The North American journal of economics and finance : a journal of financial economics studies
475
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
462
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied financial economics
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Research in international business and finance
374
Quantitative finance
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Computational economics
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Technological forecasting & social change : an international journal
354
Risks : open access journal
345
Journal of financial economics
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Journal of international money and finance
341
Journal of risk and financial management : JRFM
335
Journal of economic dynamics & control
333
CESifo working papers
329
The European journal of finance
312
IMF working papers
307
Journal of international financial markets, institutions & money
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
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ECONIS (ZBW)
906
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906
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1
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:
2
Forecasting VaR models under different
volatility
processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
3
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:
4
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:
5
The importance of time‐varying
volatility
and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
6
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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
The forecasting efficacy of risk-neutral mopments for crude oil
volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
9
Cross-section stock return and implied covariance between jump and diffusive
volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
10
Real-time pricing of options on currency futures with artificial neural networks
Spreckelsen, Christian von
;
Mettenheim, Hans-Jörg von
; …
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 419-432
Persistent link: https://www.econbiz.de/10010425541
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