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Forecasting model
882
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882
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479
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479
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243
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243
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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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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
Jiang, He
4
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4
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4
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4
Kouretas, Georgios P.
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
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Journal of forecasting
NBER working paper series
4,651
Working paper / National Bureau of Economic Research, Inc.
4,630
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3,961
Discussion paper series / IZA
3,273
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2,766
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2,387
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2,280
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2,036
Journal of banking & finance
2,015
Applied economics letters
1,979
Economics letters
1,762
Working paper
1,722
IZA Discussion Papers
1,721
International journal of forecasting
1,663
Economic modelling
1,583
International review of financial analysis
1,506
Energy economics
1,505
IZA Discussion Paper
1,429
The journal of finance : the journal of the American Finance Association
1,372
International review of economics & finance : IREF
1,308
Journal of financial economics
1,292
Applied financial economics
1,171
Discussion paper
1,117
European journal of operational research : EJOR
1,048
Journal of econometrics
1,036
The review of financial studies
1,034
Journal of international money and finance
1,007
CESifo Working Paper
993
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
953
Pacific-Basin finance journal
939
Discussion paper / Tinbergen Institute
931
Journal of financial and quantitative analysis : JFQA
926
Research in international business and finance
920
The North American journal of economics and finance : a journal of financial economics studies
913
Discussion papers / CEPR
899
Journal of empirical finance
877
Journal of economic dynamics & control
875
IMF working papers
840
Journal of international financial markets, institutions & money
831
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ECONIS (ZBW)
963
Showing
1
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10
of
963
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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
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.
;
Chen, Jing
;
Williams, Julian
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Saved in:
3
The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
Saved in:
4
Forecasting stock return
volatility
: the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
5
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
6
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:
7
Empirical analysis and forecasting of
volatility
dynamics in high-frequency returns with time-varying components
Man, Kasing
;
Wu, Chunchi
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 595-616
Persistent link: https://www.econbiz.de/10008935450
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
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:
10
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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