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~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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Schätzung
Volatility
Forecasting model
870
Prognoseverfahren
870
Theorie
584
Theory
584
Time series analysis
331
Zeitreihenanalyse
331
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143
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131
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forecasting
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Gupta, Rangan
6
Wang, Yudong
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So, Mike Ka-pui
5
Zhang, Yaojie
5
Chen, Cathy W. S.
4
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4
Ma, Feng
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3
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3
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2
Balakrishna, N.
2
Bikker, Jacob A.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
García-Ferrer, Antonio
2
Han, Heejoon
2
Härdle, Wolfgang
2
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2
Men, Zhongxian
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O'Hare, Colin
2
Pan, Zhiyuan
2
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Journal of forecasting
Applied economics
1,995
Applied economics letters
1,335
Economic modelling
1,041
Energy economics
934
Economics letters
867
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
726
International review of economics & finance : IREF
708
Journal of econometrics
677
Applied financial economics
632
International review of financial analysis
619
Journal of international money and finance
603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
432
Journal of international financial markets, institutions & money
414
Research in international business and finance
413
Journal of applied econometrics
409
Journal of financial economics
395
The empirical economics letters : a monthly international journal of economics
353
Journal of economic dynamics & control
350
The American economic review
346
International journal of finance & economics : IJFE
336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
325
International journal of economics and finance
321
International journal of economics and financial issues : IJEFI
321
Journal of macroeconomics
315
Labour economics : official journal of the European Association of Labour Economists
315
International Journal of Energy Economics and Policy : IJEEP
314
European economic review : EER
304
The European journal of finance
299
The journal of finance : the journal of the American Finance Association
298
International journal of theoretical and applied finance
279
International journal of forecasting
273
Cogent economics & finance
272
Pacific-Basin finance journal
270
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ECONIS (ZBW)
246
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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
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:
3
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:
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 tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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