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Forecasting model
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Gupta, Rangan
178
Diebold, Francis X.
151
Franses, Philip Hans
127
Timmermann, Allan
124
Marcellino, Massimiliano
108
Clark, Todd E.
105
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Pierdzioch, Christian
93
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91
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90
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79
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74
Koop, Gary
67
Ma, Feng
66
Koopman, Siem Jan
64
Giannone, Domenico
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Rossi, Barbara
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Kilian, Lutz
61
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Kapetanios, George
54
Bollerslev, Tim
53
McAleer, Michael
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Wang, Yudong
51
Dijk, Herman K. van
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Korobilis, Dimitris
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Athanasopoulos, George
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Lahiri, Kajal
49
Dijk, Dick van
46
Huber, Florian
45
Stock, James H.
45
Watson, Mark W.
45
Ghysels, Eric
44
Armstrong, J. Scott
43
Fildes, Robert
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Härdle, Wolfgang
42
Granger, C. W. J.
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Makridakis, Spyros G.
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Zakład Teorii Prognoz <Krakau>
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Springer Fachmedien Wiesbaden
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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IGI Global
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National Research Council <USA> / Transportation Research Board
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
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The Wharton Financial Institutions Center
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Umeå universitet
3
University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
3
University of Warwick / Department of Economics
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Edward Elgar Publishing
2
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International journal of forecasting
1,095
Journal of forecasting
616
Journal of econometrics
228
Energy economics
192
Finance research letters
188
Technological forecasting & social change : an international journal
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Economic modelling
160
Applied economics
159
International review of financial analysis
147
European journal of operational research : EJOR
141
NBER working paper series
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Discussion paper / Tinbergen Institute
138
Journal of banking & finance
131
Economics letters
130
NBER Working Paper
130
Working paper
130
Applied economics letters
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Journal of empirical finance
128
Computational economics
117
Discussion paper / Centre for Economic Policy Research
114
Working paper / Department of Econometrics and Business Statistics, Monash University
114
Management science : journal of the Institute for Operations Research and the Management Sciences
109
Working paper / National Bureau of Economic Research, Inc.
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
International review of economics & finance : IREF
98
The North American journal of economics and finance : a journal of financial economics studies
96
CESifo working papers
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Journal of applied econometrics
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Risks : open access journal
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Working paper series / European Central Bank
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Journal of financial economics
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Quantitative finance
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CREATES research paper
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International Journal of Energy Economics and Policy : IJEEP
71
The European journal of finance
71
Insurance / Mathematics & economics
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International journal of production economics
70
Journal of risk and financial management : JRFM
70
Journal of international money and finance
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ECONIS (ZBW)
23,024
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1
RePEc
1
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61
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61
A new attention-based LSTM model for closing stock price prediction
Lin, Yuyang
;
Huang, Qi
;
Zhong, Qiyin
;
Li, Muyang
;
Li, Yan
; …
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250014-1-2250014-17
Persistent link: https://www.econbiz.de/10013367610
Saved in:
62
Predictability of Bitcoin returns
Cheah, Eng-Tuck
;
Luo, Di
;
Zhang, Zhuang
;
Sung, Ming-chien
- In:
The European journal of finance
28
(
2022
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10013373232
Saved in:
63
Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc
;
Bariviera, Aurelio Fernández
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 639-690)
.
2022
Persistent link: https://www.econbiz.de/10013341974
Saved in:
64
Predictability of Bull and Bear Markets : A New Look at Forecasting Stock Market Regimes (and Returns) in the Us
Haase, Felix
;
Neuenkirch, Matthias
-
2021
-switching models, and
forecast
combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …
Persistent link: https://www.econbiz.de/10013250734
Saved in:
65
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
66
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:
67
Predictability in equity markets : estimation and inference
Kiss, Tamás
-
2019
Persistent link: https://www.econbiz.de/10012292152
Saved in:
68
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
69
Indian stock market and macroeconomic variables : an empirical investigation based on BSE SENSEX
Mukhopadhyay, Debabrata
- In:
Mudra : journal of finance and accounting
6
(
2019
)
2
,
pp. 13-28
Persistent link: https://www.econbiz.de/10012213189
Saved in:
70
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
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