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112
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90
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85
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85
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84
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73
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72
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72
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70
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70
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67
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65
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64
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60
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60
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60
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58
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58
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57
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57
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56
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54
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53
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53
Xuan Vinh Vo
53
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53
Caporale, Guglielmo Maria
48
Demirer, Rıza
48
Ryu, Doojin
46
Stekler, Herman O.
46
Kumar, Dilip
45
Zhang, Jin E.
45
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Corbet, Shaen
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43
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National Bureau of Economic Research
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Asian Regional Exchange for New Alternatives
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Brussels European and Global Economic Laboratory
1
Conference on Realized Volatility <2006, Montréal>
1
European Economic Association
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Forecasting Financial Markets Conference <23.>
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Gender Audits Forecasting Collaboration
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HFDF <1, 1995, Zürich>
1
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Innovation Research Interchange
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Institut für Höhere Studien
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Internationaler Controller Verein
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National Science Foundation
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Property Investment Symposium <2008, Maastricht>
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SBP-BRiMS <12., 2019, Washington, DC>
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SBP-BRiMS <13., 2020, Online>
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
The Impact of the Covid-19 Pandemic on Macroeconomic Forecasting <Veranstaltung> <2020, Online>
1
Vienna Workshop on Economic Forecasting <1., 2018, Wien>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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International journal of forecasting
1,617
Journal of forecasting
904
Finance research letters
840
Energy economics
838
Journal of banking & finance
687
Journal of econometrics
687
Applied economics
675
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
602
Economic modelling
580
Economics letters
528
Applied economics letters
510
International review of economics & finance : IREF
483
The North American journal of economics and finance : a journal of financial economics studies
474
European journal of operational research : EJOR
465
Insurance / Mathematics & economics
430
Journal of empirical finance
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
394
Applied financial economics
391
Quantitative finance
365
Technological forecasting & social change : an international journal
354
Computational economics
348
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of financial economics
330
Research in international business and finance
328
Journal of economic dynamics & control
325
Risks : open access journal
323
The European journal of finance
305
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Journal of international financial markets, institutions & money
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Applied mathematical finance
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The journal of computational finance
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Finance and stochastics
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Pacific-Basin finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
262
Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
46,816
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1
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of
46,816
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date (oldest first)
1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
4
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
5
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
6
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.
;
Amen, Saeed
- In:
Risks : open access journal
5
(
2017
)
3
,
pp. 1-17
referendum date. Extracting implied distributions from the GBPUSD option
volatility
surface, we originally estimated, based on …
Persistent link: https://www.econbiz.de/10011688238
Saved in:
7
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Forecasting market index
volatility
using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
10
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
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