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Forecasting model
USA
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United States
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Theorie
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49,944
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Innovation
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Prognoseverfahren
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Gupta, Rangan
158
Pierdzioch, Christian
66
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Timmermann, Allan
47
Diebold, Francis X.
46
Wohar, Mark E.
42
Zaremba, Adam
42
Ma, Feng
41
Wang, Yudong
40
Guidolin, Massimo
38
Zhou, Guofu
37
Bollerslev, Tim
36
Narayan, Paresh Kumar
31
Bouri, Elie
30
Zhang, Yaojie
29
Marcellino, Massimiliano
28
Baghestani, Hamid
27
Balcilar, Mehmet
27
Salisu, Afees A.
27
McAleer, Michael
24
Ravazzolo, Francesco
24
Rossi, Barbara
24
Jiang, Fuwei
23
Swanson, Norman R.
23
Watson, Mark W.
22
Ghysels, Eric
21
Koopman, Siem Jan
21
Pesaran, M. Hashem
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Wright, Jonathan H.
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Dijk, Dick van
20
Li, Yan
20
Bekaert, Geert
19
Lux, Thomas
19
Sarno, Lucio
19
Audrino, Francesco
18
Cakici, Nusret
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Liang, Chao
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McCracken, Michael W.
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Stock, James H.
18
Valente, Giorgio
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National Bureau of Economic Research
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Federal Reserve System / Division of Research and Statistics
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Birkbeck College / Department of Economics
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Institute of Finance and Accounting <London>
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Institute of Transportation Studies <Berkeley, Calif.>
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Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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Rodney L. White Center for Financial Research
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School of Economics and Finance <Brisbane>
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Springer Fachmedien Wiesbaden
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The Wharton Financial Institutions Center
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University of Chicago / Center for Research in Security Prices
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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American Institute of Real Estate Appraisers
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Cambridge Systematics Inc.
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Centre for Growth and Business Cycle Research <Manchester>
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Columbia University
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Conference on Research in Business Cycles <1991, Cambridge, Mass.>
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Econometrisch Instituut <Rotterdam>
1
Edward Elgar Publishing
1
Erasmus Research Institute of Management
1
Europäische Kommission / Statistisches Amt
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International journal of forecasting
198
Finance research letters
162
Journal of forecasting
145
Journal of banking & finance
111
Journal of empirical finance
107
International review of financial analysis
105
Journal of financial economics
102
Working paper / National Bureau of Economic Research, Inc.
96
International review of economics & finance : IREF
84
Applied economics
80
The review of financial studies
77
NBER working paper series
71
The North American journal of economics and finance : a journal of financial economics studies
71
Pacific-Basin finance journal
66
Discussion paper / Centre for Economic Policy Research
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of econometrics
59
Economics letters
57
Economic modelling
56
Working paper
56
Energy economics
54
Applied financial economics
51
Applied economics letters
50
Management science : journal of the Institute for Operations Research and the Management Sciences
49
The European journal of finance
47
Finance and economics discussion series
45
Journal of money, credit and banking : JMCB
44
Discussion paper / Tinbergen Institute
43
The journal of futures markets
43
NBER Working Paper
42
Journal of financial and quantitative analysis : JFQA
40
Journal of applied econometrics
35
Research in international business and finance
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Journal of international financial markets, institutions & money
34
Quantitative finance
34
Review of quantitative finance and accounting
34
Economic review
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
CREATES research paper
32
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ECONIS (ZBW)
8,274
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1
A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
2
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
3
Extreme value estimation of boom and crash statistics
Cotter, John
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
Saved in:
4
Hybrid forecasting models for S&P 500 index returns
Fukushima, Akihiro
- In:
Journal of risk finance : the convergence of financial …
12
(
2011
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10009304114
Saved in:
5
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
6
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
Saved in:
7
Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
Saved in:
8
A trading approach to testing for predictability
Anatolyev, Stanislav
;
Gerko, Alexander
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
Saved in:
9
Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
- In:
The European journal of finance
11
(
2005
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
Saved in:
10
Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
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