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~isPartOf:"International journal of forecasting"
~subject:"Finanzmarkt"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject_exact:"Kendall's tau"
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Finanzmarkt
Prognoseverfahren
Volatility
Correlation
23
Korrelation
23
Forecasting model
19
Theorie
14
Theory
14
Capital income
7
Kapitaleinkommen
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Agathangelou, Pantelis
1
Bauwens, Luc
1
Bernardini, Emmanuela
1
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International journal of forecasting
Economic modelling
33
Finance research letters
30
International review of financial analysis
25
Journal of econometrics
23
Journal of empirical finance
23
Research in international business and finance
22
International review of economics & finance : IREF
20
Journal of international financial markets, institutions & money
20
Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
The North American journal of economics and finance : a journal of financial economics studies
18
Applied economics
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Discussion paper / Tinbergen Institute
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Economics letters
15
Journal of banking & finance
15
Journal of forecasting
15
Computational economics
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Journal of international money and finance
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Econometric reviews
11
International journal of theoretical and applied finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
10
CESifo working papers
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of risk and financial management : JRFM
10
The European journal of finance
10
The journal of futures markets
10
CREATES research paper
9
Journal of financial econometrics
9
Working paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
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Quantitative finance
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CORE discussion papers : DP
7
International journal of finance & economics : IJFE
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Journal of financial markets
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Journal of mathematical finance
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NBER Working Paper
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ECONIS (ZBW)
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1
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:
2
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:
3
Calibration of deterministic NWP forecasts and its impact on verification
Mayer, Martin János
;
Yang, Dazhi
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 981-991
Persistent link: https://www.econbiz.de/10014465188
Saved in:
4
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
5
On the uncertainty of a combined forecast : the critical role of correlation
Magnus, Jan R.
;
Vasnev, Andrey L.
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1895-1908
Persistent link: https://www.econbiz.de/10014465366
Saved in:
6
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates
Chiang, Wen-Hao
;
Liu, Xueying
;
Mohler, George
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 505-520
Persistent link: https://www.econbiz.de/10013348613
Saved in:
7
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
8
Spatiotemporal wind forecasting by learning a hierarchically sparse inverse covariance matrix using wind directions
Liu, Yin
;
Davanloo Tajbakhsh, Sam
;
Conejo, Antonio J.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 812-824
Persistent link: https://www.econbiz.de/10012792871
Saved in:
9
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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