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Forecasting model
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Gupta, Rangan
170
Diebold, Francis X.
131
Ravazzolo, Francesco
112
Marcellino, Massimiliano
100
Timmermann, Allan
100
Clark, Todd E.
99
Franses, Philip Hans
98
Ma, Feng
84
McAleer, Michael
80
Clements, Michael P.
79
Koop, Gary
76
Pierdzioch, Christian
75
Schorfheide, Frank
68
Swanson, Norman R.
65
Dijk, Herman K. van
63
Hyndman, Rob J.
62
Pesaran, M. Hashem
60
Giannone, Domenico
56
Bollerslev, Tim
54
Hendry, David F.
53
McCracken, Michael W.
53
Koopman, Siem Jan
52
Carriero, Andrea
50
Kilian, Lutz
49
Korobilis, Dimitris
48
Dijk, Dick van
47
Wang, Yudong
47
Zhang, Yaojie
44
Casarin, Roberto
43
Huber, Florian
43
Ghysels, Eric
41
Caporin, Massimiliano
40
Lahiri, Kajal
39
Patton, Andrew J.
39
Granger, C. W. J.
38
Härdle, Wolfgang
38
McMillan, David G.
38
Rossi, Barbara
37
Athanasopoulos, George
36
Shin, Minchul
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Canterbury / Dept. of Economics and Finance
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Zakład Teorii Prognoz <Krakau>
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Birkbeck College / Department of Economics
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Centre for Quantitative Economics & Computing
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Springer Fachmedien Wiesbaden
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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IGI Global
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
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International journal of forecasting
816
Journal of forecasting
529
Energy economics
174
Journal of econometrics
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Finance research letters
139
Discussion paper / Tinbergen Institute
130
Economic modelling
129
European journal of operational research : EJOR
122
Applied economics
121
International review of financial analysis
112
Working paper
107
Computational economics
105
Economics letters
100
Journal of empirical finance
100
Discussion paper / Centre for Economic Policy Research
98
NBER Working Paper
97
Journal of banking & finance
96
NBER working paper series
96
Working paper / National Bureau of Economic Research, Inc.
94
Applied economics letters
89
The North American journal of economics and finance : a journal of financial economics studies
89
International review of economics & finance : IREF
84
Journal of applied econometrics
83
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Technological forecasting & social change : an international journal
80
Risks : open access journal
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Quantitative finance
69
The European journal of finance
66
CESifo working papers
62
Working paper series / European Central Bank
62
Journal of economic dynamics & control
59
Journal of international money and finance
57
Econometric Institute research papers
55
International journal of production economics
55
CREATES research paper
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Applied financial economics
52
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171
The information content of ASX SPI 200 implied
volatility
Tanha, Hassan
;
Dempsey, Michael
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490536
Saved in:
172
Allowing for jump measurements in
volatility
: a high-frequency financial data analysis of individual stocks
Papavassiliou, Vassilios G.
- In:
Bulletin of economic research
68
(
2016
)
2
,
pp. 124-132
Persistent link: https://www.econbiz.de/10011496410
Saved in:
173
Modeling and forecasting exchange rate
volatility
in time-frequency domain
Barunik, Jozef
;
Krehlik, Tomas
;
Vacha, Lukas
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 329-340
Persistent link: https://www.econbiz.de/10011446589
Saved in:
174
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
175
Forecasting intraday
volatility
and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
176
Value at risk estimation by threshold stochastic
volatility
model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
177
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
-
2002
Persistent link: https://www.econbiz.de/10001650402
Saved in:
178
Choosing the best
volatility
models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
179
A threshold stochastic
volatility
model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
180
Special issue Modelling and forecasting financial
volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
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