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~subject:"Forecasting model"
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Forecasting model
Schätzung
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Gupta, Rangan
105
Marcellino, Massimiliano
63
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55
McMillan, David G.
43
McAleer, Michael
41
Diebold, Francis X.
35
Wang, Yudong
35
Clark, Todd E.
34
Ghysels, Eric
34
Ma, Feng
34
Huber, Florian
32
Swanson, Norman R.
32
Pesaran, M. Hashem
31
Timmermann, Allan
30
Franses, Philip Hans
28
Zaremba, Adam
28
Österholm, Pär
28
Guidolin, Massimo
27
Koop, Gary
27
Ravazzolo, Francesco
27
Schorfheide, Frank
26
Zhang, Yaojie
26
Kilian, Lutz
24
Siliverstovs, Boriss
24
Döpke, Jörg
23
Härdle, Wolfgang
23
Zhou, Guofu
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Herwartz, Helmut
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Kapetanios, George
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Medeiros, Marcelo C.
22
Narayan, Paresh Kumar
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Fritsche, Ulrich
21
Balcilar, Mehmet
19
Jiang, Fuwei
18
Rossi, Barbara
18
Schumacher, Christian
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Wohar, Mark E.
18
Cheung, Yin-Wong
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Federal Reserve Bank of Cleveland
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Springer Fachmedien Wiesbaden
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Universität Konstanz
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Verlag Dr. Kovač
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Narodna Banka na Republika Makedonija
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OECD
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Queen Mary College / Department of Economics
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Rheinische Friedrich-Wilhelms-Universität Bonn
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School of Economics, Mathematics and Statistics <London>
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Türkiye Cumhuriyet Merkez Bankası
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Bundesinstitut für Bevölkerungsforschung
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Eric Cuvillier <Firma>
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Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Institut für Höhere Studien
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Internationaler Währungsfonds / European Department <2>
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Kopp Verlag e.K.
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International journal of forecasting
230
Journal of forecasting
149
Finance research letters
120
Journal of econometrics
91
Applied economics
90
Journal of banking & finance
89
International review of financial analysis
82
Journal of empirical finance
80
Energy economics
75
Economic modelling
70
Journal of financial economics
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Applied economics letters
68
International review of economics & finance : IREF
68
Working paper
62
Discussion paper / Centre for Economic Policy Research
61
The North American journal of economics and finance : a journal of financial economics studies
58
NBER working paper series
57
Working paper / National Bureau of Economic Research, Inc.
55
NBER Working Paper
53
Economics letters
50
Pacific-Basin finance journal
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Discussion paper / Tinbergen Institute
42
Discussion papers / CEPR
39
CESifo working papers
38
Journal of applied econometrics
38
Journal of international money and finance
37
The European journal of finance
36
Journal of international financial markets, institutions & money
34
Finance and economics discussion series
33
Computational economics
30
Research in international business and finance
30
The journal of futures markets
30
International journal of finance & economics : IJFE
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Quantitative finance
27
Research paper series / Swiss Finance Institute
27
Discussion paper / Deutsche Bundesbank
25
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ECONIS (ZBW)
7,540
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1
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1
Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Humpe, Andreas
;
Macmillan, Peter
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10010514142
Saved in:
2
Beyond fundamentals : investor sentiment and exchange rate forecasting
Heiden, Sebastian
;
Klein, Christian
;
Zwergel, Bernhard
- In:
European financial management : the journal of the …
19
(
2013
)
3
,
pp. 558-578
Persistent link: https://www.econbiz.de/10010193738
Saved in:
3
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
4
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
5
Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen
;
Xiao, Shisong
;
Ma, Zonggang
- In:
Applied economics
50
(
2018
)
50
,
pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
Saved in:
6
Investor sentiment as a predictor of market returns
Kaivanto, Kim
;
Zhang, Peng
-
2019
Persistent link: https://www.econbiz.de/10012193287
Saved in:
7
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
8
Investor sentiment, realized volatility and stock returns
Abdelmalek, Wafa
- In:
Review of behavioral finance : RBF
14
(
2022
)
5
,
pp. 668-700
Persistent link: https://www.econbiz.de/10013453743
Saved in:
9
Does investor sentiment predict bitcoin return and volatility? : a quantile regression approach
Dias, Ishanka K.
;
Fernando, J. M. Ruwani
;
Fernando, P. …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013472880
Saved in:
10
Methodische Fortschritte in der Kapitalanlage : die Verwendung quantitativer und qualitativer Verfahren in der Prognose, dem Handel sowie der Portfoliokonstruktion
Cengiz, Cetin
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009010414
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