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~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"Prognose"
~subject:"Volatility"
~type_genre:"Article in journal"
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Prognose
Volatility
Forecasting model
870
Prognoseverfahren
870
Theorie
584
Theory
584
Time series analysis
331
Zeitreihenanalyse
331
Estimation
143
Schätzung
143
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131
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forecasting
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Wang, Yudong
6
Gupta, Rangan
5
So, Mike Ka-pui
5
Brooks, Chris
4
Ma, Feng
4
McMillan, David G.
4
Song, Yuping
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Zhang, Yaojie
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Chen, Cathy W. S.
3
Lien, Da-hsiang Donald
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Salisu, Afees A.
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2
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2
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2
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2
Bikker, Jacob A.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Granger, C. W. J.
2
Hall, Stephen G.
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Hao, Xianfeng
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2
Refenes, Apostolos-Paul
2
Speight, Alan E. H.
2
Taylor, James W.
2
Taylor, Nicholas
2
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Journal of forecasting
Energy economics
700
Finance research letters
567
International review of financial analysis
447
Applied economics
440
International journal of forecasting
423
Journal of banking & finance
409
Economic modelling
384
International review of economics & finance : IREF
376
The journal of futures markets
371
The North American journal of economics and finance : a journal of financial economics studies
348
Journal of econometrics
340
Applied economics letters
313
Applied financial economics
295
Journal of empirical finance
286
Economics letters
280
Research in international business and finance
276
Journal of international financial markets, institutions & money
257
Journal of international money and finance
252
International journal of theoretical and applied finance
245
Journal of risk and financial management : JRFM
220
Journal of financial economics
211
International Journal of Energy Economics and Policy : IJEEP
203
Pacific-Basin finance journal
198
Quantitative finance
194
Technological forecasting & social change : an international journal
192
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
The European journal of finance
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Journal of economic dynamics & control
161
Review of quantitative finance and accounting
157
International journal of finance & economics : IJFE
150
The review of financial studies
147
The journal of finance : the journal of the American Finance Association
142
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
123
Computational economics
118
Applied mathematical finance
116
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ECONIS (ZBW)
220
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Determinants of disagreement : learning from inflation expectations survey of households
Singh, Gaurav Kumar
;
Bandyopadhyay, Tathagata
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 326-343
Persistent link: https://www.econbiz.de/10014475320
Saved in:
3
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
4
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
5
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:
6
Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
Saved in:
7
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:
8
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
9
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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