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Forecasting model
Theorie
625,432
Theory
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USA
40,717
United States
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Schätzung
29,134
Estimation
28,420
Welt
24,839
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Game theory
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Börsenkurs
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Share price
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Asymmetrische Information
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Asymmetric information
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Volatilität
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Wettbewerb
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Wohlfahrtsanalyse
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Schätztheorie
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Volatility
10,023
Welfare analysis
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Competition
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Diebold, Francis X.
132
Timmermann, Allan
97
Franses, Philip Hans
90
Clark, Todd E.
86
Marcellino, Massimiliano
80
Clements, Michael P.
78
Swanson, Norman R.
62
Hyndman, Rob J.
59
Ravazzolo, Francesco
57
Gupta, Rangan
55
Hendry, David F.
53
McCracken, Michael W.
53
Pesaran, M. Hashem
50
Koop, Gary
47
Giannone, Domenico
45
Schorfheide, Frank
45
Kilian, Lutz
44
Koopman, Siem Jan
40
Bollerslev, Tim
38
Dijk, Herman K. van
38
Granger, C. W. J.
37
Korobilis, Dimitris
36
Lahiri, Kajal
36
Armstrong, J. Scott
35
Härdle, Wolfgang
35
Pierdzioch, Christian
35
Rossi, Barbara
35
Fildes, Robert
34
Makridakis, Spyros G.
34
Athanasopoulos, George
33
Petropoulos, Fotios
32
Dijk, Dick van
31
Shin, Minchul
31
Ghysels, Eric
30
Giacomini, Raffaella
30
Watson, Mark W.
30
Carriero, Andrea
29
Stock, James H.
29
Christoffersen, Peter F.
27
Patton, Andrew J.
27
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National Bureau of Economic Research
102
European University Institute / Department of Law
7
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6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
IGI Global
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
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Boston College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
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International journal of forecasting
720
Journal of forecasting
441
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Journal of econometrics
129
European journal of operational research : EJOR
115
Computational economics
91
Discussion paper / Tinbergen Institute
91
NBER Working Paper
90
NBER working paper series
89
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
87
Finance research letters
84
Economics letters
81
Economic modelling
80
Applied economics
75
Energy economics
75
Technological forecasting & social change : an international journal
75
Journal of empirical finance
74
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Risks : open access journal
71
Working paper
70
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Applied economics letters
66
Journal of applied econometrics
65
Journal of banking & finance
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Quantitative finance
55
CESifo working papers
53
International journal of production economics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
The European journal of finance
52
Journal of economic dynamics & control
50
International review of financial analysis
47
CREATES research paper
46
Insurance / Mathematics & economics
46
SFB 649 discussion paper
46
Working paper series / European Central Bank
46
Journal of international money and finance
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of production research
43
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ECONIS (ZBW)
13,643
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1
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
-
1993
Persistent link: https://www.econbiz.de/10000874096
Saved in:
2
The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability
Henriksson, Roy D.
;
Lessard, Donald R.
-
1982
Persistent link: https://www.econbiz.de/10000878743
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
4
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
5
Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel
;
Simpson, Marc W.
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
Saved in:
6
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
7
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
8
Exchange rate modelling
MacDonald, Ronald
;
Marsh, Ian
-
1999
Persistent link: https://www.econbiz.de/10001422339
Saved in:
9
Forward exchange market efficiency revisited : robust cointegration testing and dynamic rationality
Varadan, Rangan
(
contributor
)
- In:
Advances in financial planning and forecasting
9
(
2000
),
pp. 221-241
Persistent link: https://www.econbiz.de/10001614725
Saved in:
10
Model specification and forecasting foreign exchange rates with Vector autoregressions
Joseph, Nathan Lael
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 451-484
Persistent link: https://www.econbiz.de/10001626330
Saved in:
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