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~isPartOf:"Journal of forecasting"
~person:"Hendry, David F."
~person:"McMillan, David G."
~person:"Peel, David"
~type:"article"
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3
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Hendry, David F.
McMillan, David G.
Peel, David
Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Marcellino, Massimiliano
7
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Journal of forecasting
International journal of forecasting
13
Applied financial economics
5
Economics letters
4
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4
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4
Econometrics : open access journal
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
A companion to economic forecasting
1
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1
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1
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1
Bulletin of economic research
1
Capitalism and society : a journal of The Center on Capitalism and Society
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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ECONIS (ZBW)
12
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
Spreads versus professional forecasters as predictors of future output change
Aretz, Kevin
;
Peel, David
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 517-522
Persistent link: https://www.econbiz.de/10008935469
Saved in:
3
Does information help intra-day volatility forecasts?
McMillan, David G.
;
Quiroga García, Raquel
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009758739
Saved in:
4
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
5
Nowcasting from disaggregates in the face of location shifts
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10003951856
Saved in:
6
Forecast
evaluation of nonlinear models : the case of long-span real exchange rates
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 580-595
Persistent link: https://www.econbiz.de/10009722656
Saved in:
7
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
8
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan
;
Venetis, Ioannis A.
;
Peel, David
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 373-384
Persistent link: https://www.econbiz.de/10002194877
Saved in:
9
Testing for statistical and market efficiency when
forecast
errors are non-normal : the NFL betting market revisited
Cain, Michael
;
Law, David
;
Peel, David
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001541137
Saved in:
10
An evaluation of forecasting using leading indicators
Emerson, Rebecca A.
- In:
Journal of forecasting
15
(
1996
)
4
,
pp. 271-291
Persistent link: https://www.econbiz.de/10001205183
Saved in:
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