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~subject:"Forecasting model"
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Forecasting model
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Taylor, Nicholas
19
Clements, Michael P.
3
Mira, Svetlana
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International journal of forecasting
4
Journal of forecasting
4
Accounting and finance
1
Applied economics letters
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of money, credit and banking : JMCB
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The European journal of finance
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The Manchester School
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ECONIS (ZBW)
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1
Forecasting returns in the VIX futures market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
Saved in:
2
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
Saved in:
3
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
Saved in:
4
Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
5
The determinants of future US monetary policy : high-frequency evidence
Taylor, Nicholas
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
2/3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10003962343
Saved in:
6
Forecast accuracy and effort : the case of US inflation rates
Taylor, Nicholas
- In:
Journal of forecasting
30
(
2011
)
7
,
pp. 644-665
Persistent link: https://www.econbiz.de/10009380002
Saved in:
7
Realized volatility forecasting in an international context
Taylor, Nicholas
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
Saved in:
8
A formula for the economic value of return predictability
Taylor, Nicholas
- In:
The European journal of finance
19
(
2013
)
1/2
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009733303
Saved in:
9
Economic forecast quality: information timeliness and data vintage effects
Taylor, Nicholas
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
1
,
pp. 145-174
Persistent link: https://www.econbiz.de/10010246821
Saved in:
10
Economic forecast quality and publication lags
Taylor, Nicholas
- In:
The Manchester School
81
(
2013
)
4
,
pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
Saved in:
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