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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Applied financial economics"
~subject:"Gross domestic product"
~subject:"Volatilität"
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Forecasting model
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Estimation
516
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516
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144
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110
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110
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McMillan, David G.
3
Clare, Andrew D.
2
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2
Jiang, Christine X.
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Niizeki, Mikiyo Kii
2
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The journal of economics
Applied financial economics
Applied economics
204
Economic modelling
185
Energy economics
178
Finance research letters
178
International journal of forecasting
158
International review of economics & finance : IREF
145
International review of financial analysis
143
Journal of econometrics
142
Journal of banking & finance
138
Working paper / National Bureau of Economic Research, Inc.
134
Applied economics letters
132
Journal of empirical finance
130
NBER working paper series
125
The North American journal of economics and finance : a journal of financial economics studies
123
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119
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117
Journal of forecasting
114
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107
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105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Journal of international money and finance
103
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102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
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89
Research in international business and finance
85
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81
Discussion paper / Tinbergen Institute
80
The journal of futures markets
73
Journal of risk and financial management : JRFM
68
The European journal of finance
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
International journal of finance & economics : IJFE
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Pacific-Basin finance journal
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International journal of economics and finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
105
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105
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
5
An analysis of persistence in analyst's relative forecast accuracy
Simon, Andreas
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 107-120
Persistent link: https://www.econbiz.de/10010391465
Saved in:
6
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
7
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
8
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
9
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
10
The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Grossmann, Axel
;
Paul, Chris W.
;
Simpson, Marc W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 1017-1030
Persistent link: https://www.econbiz.de/10010415312
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