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Forecasting model
Welt
245,317
World
240,036
Schätzung
131,177
Estimation
125,045
Theorie
65,151
Theory
63,618
Volatility
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Gupta, Rangan
170
Ma, Feng
94
Pierdzioch, Christian
87
Marcellino, Massimiliano
74
McAleer, Michael
67
Diebold, Francis X.
64
McMillan, David G.
62
Zhang, Yaojie
55
Wang, Yudong
52
Bollerslev, Tim
51
Pesaran, M. Hashem
48
Clark, Todd E.
47
Kilian, Lutz
46
Baumeister, Christiane
43
Timmermann, Allan
41
Salisu, Afees A.
40
Bouri, Elie
38
Zaremba, Adam
38
Liang, Chao
37
Koopman, Siem Jan
36
Schorfheide, Frank
36
Swanson, Norman R.
36
Huber, Florian
34
Lux, Thomas
34
Ravazzolo, Francesco
33
Franses, Philip Hans
32
Wei, Yu
31
Cheung, Yin-Wong
30
Chinn, Menzie David
30
Guidolin, Massimo
30
Ghysels, Eric
29
Sarno, Lucio
29
Gallo, Giampiero M.
28
Koop, Gary
28
Rossi, Barbara
28
Caporin, Massimiliano
27
Christoffersen, Peter F.
27
Narayan, Paresh Kumar
27
Carriero, Andrea
26
Fritsche, Ulrich
26
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5
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institut für Weltwirtschaft
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Birkbeck College / Department of Economics
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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University of Exeter / Department of Economics
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Verlag Dr. Kovač
3
Brown University / Department of Economics
2
Centre for International Research on Economic Tendency Surveys
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Monetary Fund
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Türkiye Cumhuriyet Merkez Bankası
2
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World Demographic & Ageing Forum
2
Altajskij gosudarstvennyj universitet
1
Australian National University
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich / Irving Fisher Committee on Central Bank Statistics
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International journal of forecasting
326
Journal of forecasting
253
Finance research letters
202
Energy economics
178
Applied economics
134
International review of financial analysis
125
Economic modelling
116
Journal of banking & finance
115
Journal of empirical finance
108
Journal of econometrics
106
International review of economics & finance : IREF
102
Applied economics letters
95
The North American journal of economics and finance : a journal of financial economics studies
87
Working paper
85
Discussion paper / Centre for Economic Policy Research
81
Journal of international money and finance
81
NBER working paper series
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Working paper / National Bureau of Economic Research, Inc.
74
Economics letters
72
Journal of financial economics
72
NBER Working Paper
70
The European journal of finance
63
Discussion paper / Tinbergen Institute
62
Applied financial economics
55
Journal of international financial markets, institutions & money
55
Journal of applied econometrics
53
Pacific-Basin finance journal
52
CESifo working papers
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Department of Economics working paper series
47
The journal of futures markets
47
International journal of finance & economics : IJFE
46
Quantitative finance
46
Finance and economics discussion series
45
Research in international business and finance
44
Discussion papers / CEPR
43
Journal of risk and financial management : JRFM
42
Computational economics
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IMF working papers
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ECONIS (ZBW)
10,782
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1
Volatility
smile and one-month foreign currency
volatility
forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
2
Exchange rates as exchange rate common factors
Greenaway-McGrevy, Ryan
;
Mark, Nelson C.
;
Sul, Donggyu
; …
-
2012
Persistent link: https://www.econbiz.de/10009618455
Saved in:
3
Forecasting the
Euro
exchange rate using vector error correction models
Aarle, Bas van
;
Boss, Michael
;
Hlouskova, Jaroslava
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
136
(
2000
)
2
,
pp. 232-258
Persistent link: https://www.econbiz.de/10001490587
Saved in:
4
Foreign exchange rate forecasting using objective composite models
Lubecke, Thomas H.
-
1992
Persistent link: https://www.econbiz.de/10000909900
Saved in:
5
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
6
Time
series modeling of daily log-price ranges for CHF/USD and USD/GBP
Brunetti, Celso
;
Lildholdt, Peter M.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10003673308
Saved in:
7
On the predictability of daytime and night-
time
yen
/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
Saved in:
8
Do the dynamics of macroeconomic attention drive the
yen
/dollar exchange market
volatility
?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
9
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
10
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
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