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Forecasting model
882
Prognoseverfahren
882
Theorie
519
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519
Time series analysis
331
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331
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131
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Gupta, Rangan
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Franses, Philip Hans
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Hall, Stephen G.
8
Marcellino, Massimiliano
8
Chen, Cathy W. S.
7
Clements, Michael P.
7
Wang, Yudong
7
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6
Tavlas, George S.
6
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6
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5
Chan, Ngai Hang
5
Chan, Wai-Sum
5
Gil-Alaña, Luis A.
5
Granger, C. W. J.
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
So, Mike Ka-pui
5
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5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Ferrara, Laurent
4
Gerlach, Richard
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
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Journal of forecasting
International journal of forecasting
1,741
MPRA Paper
1,656
NBER working paper series
1,441
Working paper / National Bureau of Economic Research, Inc.
1,303
Finance research letters
1,265
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1,181
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1,132
Journal of econometrics
1,093
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1,001
Journal of banking & finance
987
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945
International review of financial analysis
912
ECB Working Paper
868
Applied economics letters
860
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860
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823
Economic modelling
800
Discussion paper / Tinbergen Institute
705
International review of economics & finance : IREF
705
Discussion paper / Centre for Economic Policy Research
702
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
680
Applied financial economics
678
CESifo working papers
663
IZA Discussion Papers
631
Journal of empirical finance
630
Journal of financial economics
598
The North American journal of economics and finance : a journal of financial economics studies
585
CESifo Working Paper
569
Research in international business and finance
569
Pacific-Basin finance journal
534
The journal of finance : the journal of the American Finance Association
514
Journal of international financial markets, institutions & money
494
Working paper series / European Central Bank
492
The journal of futures markets
489
Journal of international money and finance
468
Tinbergen Institute Discussion Paper
463
Journal of risk and financial management : JRFM
460
The review of financial studies
456
The European journal of finance
439
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ECONIS (ZBW)
1,013
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1
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:
2
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:
3
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:
4
A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.
;
Khashanah, Khaldoun
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
Saved in:
5
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
6
Realized
volatility
forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Saved in:
7
Time‐varying parameter realized
volatility
models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
8
On the modelling and forecasting of multivariate realized
volatility
: generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
9
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
10
Forecasting stock return
volatility
: realized
volatility
-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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