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~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Developing countries"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Kongressschrift"
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Developing countries
Volatilität
Forecasting model
1,542
Prognoseverfahren
1,542
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821
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821
Time series analysis
552
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552
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303
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Clements, Adam
4
González-Rivera, Gloria
4
Gallo, Giampiero M.
3
Gerlach, Richard
3
Lucas, André
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Wang, Yudong
3
Zhang, Yaojie
3
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2
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2
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2
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2
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2
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2
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2
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2
Cross, Jamie
2
Demetrescu, Matei
2
Fuertes, Ana María
2
Gupta, Rangan
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Lanne, Markku
2
Liao, Yin
2
Loungani, Prakash
2
Luo, Jiawen
2
Lyócsa, Štefan
2
McAleer, Michael
2
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2
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2
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2
Rice, Gregory
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
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2
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International journal of forecasting
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
863
Energy economics
667
Finance research letters
537
Applied economics
534
Intereconomics : review of European economic policy
502
Economic modelling
447
International review of financial analysis
412
Journal of banking & finance
404
International review of economics & finance : IREF
398
Journal of development economics
365
Applied economics letters
347
The journal of futures markets
345
The North American journal of economics and finance : a journal of financial economics studies
338
Economics letters
325
Journal of econometrics
323
Journal of international development : the journal of the Development Studies Association
312
Journal of international money and finance
293
Research in international business and finance
284
Applied financial economics
278
Journal of international financial markets, institutions & money
262
Journal of empirical finance
259
International journal of theoretical and applied finance
245
Journal of risk and financial management : JRFM
222
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
217
International Journal of Energy Economics and Policy : IJEEP
215
The journal of development studies : JDS
211
Journal of financial economics
188
Quantitative finance
183
International journal of finance & economics : IJFE
181
Development policy review
178
The world economy : the leading journal on international economic relations
178
Pacific-Basin finance journal
169
Cogent economics & finance
163
International journal of economics and financial issues : IJEFI
158
Journal of economic dynamics & control
156
The European journal of finance
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
International journal of economics and finance
151
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
148
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ECONIS (ZBW)
145
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
9
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
10
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
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