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type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Stochastic process"
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Theorie
584
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584
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433
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433
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223
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Karathanasopoulos, Andreas
3
García-Ferrer, Antonio
2
Kolkiewicz, Adam W.
2
Men, Zhongxian
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So, Mike Ka-pui
2
Thomson, Peter J.
2
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1
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1
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1
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1
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Journal of forecasting
European journal of operational research : EJOR
466
Applied economics
324
Journal of econometrics
253
Economics letters
252
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226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Journal of economic dynamics & control
189
Applied economics letters
183
Insurance / Mathematics & economics
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Journal of international money and finance
155
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147
Computers & operations research : and their applications to problems of world concern ; an international journal
145
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140
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132
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128
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126
International review of economics & finance : IREF
125
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124
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116
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114
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108
Operations research letters
104
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102
International journal of forecasting
98
Journal of monetary economics
97
Applied financial economics
96
Journal of financial economics
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
The journal of finance : the journal of the American Finance Association
93
European economic review : EER
92
Journal of international economics
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Finance research letters
87
Journal of urban economics
87
Risks : open access journal
83
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ECONIS (ZBW)
86
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1
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86
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1
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
4
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
5
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
6
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
7
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
8
Forecasting nonstationary time series
Gatarek, Lukasz T.
;
Welfe, Aleksander
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1930-1949
Persistent link: https://www.econbiz.de/10014432804
Saved in:
9
Forecasting inflation and output growth with credit-card-augmented Divisia monetary aggregates
Barnett, William A.
;
Park, Sohee
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10014292178
Saved in:
10
Electricity demand forecasting and risk management using Gaussian process model with error propagation
Wen, Kuangyu
;
Wu, Wenbin
;
Wu, Ximing
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 957-969
Persistent link: https://www.econbiz.de/10014292889
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