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Forecasting model
882
Prognoseverfahren
882
Theorie
454
Theory
454
Time series analysis
230
Zeitreihenanalyse
230
Volatility
118
Volatilität
118
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110
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110
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108
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108
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90
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forecasting
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Gupta, Rangan
15
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12
Clements, Michael P.
7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
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6
Tavlas, George S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Granger, C. W. J.
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
Peel, David
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Brooks, Chris
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
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
Pierdzioch, Christian
4
Salisu, Afees A.
4
Sermpinis, Georgios
4
So, Mike Ka-pui
4
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Journal of forecasting
International journal of forecasting
1,663
Finance research letters
1,247
NBER working paper series
1,232
Working paper / National Bureau of Economic Research, Inc.
1,144
International review of financial analysis
959
NBER Working Paper
949
Journal of banking & finance
871
Applied economics
821
The journal of finance : the journal of the American Finance Association
714
Journal of financial economics
709
Applied economics letters
702
Pacific-Basin finance journal
699
Energy economics
665
International review of economics & finance : IREF
663
Applied financial economics
647
Discussion paper / Centre for Economic Policy Research
588
Economic modelling
574
Research in international business and finance
534
Economics letters
521
Journal of financial and quantitative analysis : JFQA
507
Journal of empirical finance
496
The North American journal of economics and finance : a journal of financial economics studies
494
Journal of international financial markets, institutions & money
488
The review of financial studies
488
Working paper
479
Review of quantitative finance and accounting
432
Technological forecasting & social change : an international journal
421
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
401
Journal of econometrics
400
The European journal of finance
379
IMF Working Papers
375
International journal of economics and finance
362
Journal of risk and financial management : JRFM
347
Management science : journal of the Institute for Operations Research and the Management Sciences
337
CESifo working papers
336
Journal of international money and finance
326
The journal of futures markets
316
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
308
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
308
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ECONIS (ZBW)
926
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1
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:
2
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
3
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
4
Overreaction in survey exchange rate forecasts
Pancotto, Francesca
;
Pericoli, Filippo Maria
; …
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010424817
Saved in:
5
Optimal
forecast
error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
6
A new hedging hypothesis regarding prediction interval formation in stock price forecasting
Zhu, Dan
;
Wang, Qingwei
;
Goddard, John A.
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10013287845
Saved in:
7
A comparison of the forecasting ability of immediate price impact models
Manh Cuong Pham
;
Huu Nhan Duong
;
Lajbcygier, Paul
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 898-918
Persistent link: https://www.econbiz.de/10011860921
Saved in:
8
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
9
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:
10
Forecasting stock market volatility in central and eastern European countries
Harrison, Barry
;
Moore, Winston
- In:
Journal of forecasting
31
(
2012
)
6
,
pp. 490-503
Persistent link: https://www.econbiz.de/10009661524
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