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~person:"Hendry, David F."
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Forecasting model
7
Prognoseverfahren
7
Theorie
4
Theory
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
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2
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1
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Hendry, David F.
McMillan, David G.
Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Marcellino, Massimiliano
7
Chen, Cathy W. S.
6
Wang, Yudong
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Granger, C. W. J.
5
Kunst, Robert M.
5
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5
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5
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5
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4
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4
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4
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4
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4
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4
Dua, Pami
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Kouassi, Eugène
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
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4
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4
Salisu, Afees A.
4
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4
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4
Zhang, Yaojie
4
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3
Bessler, David A.
3
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3
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Journal of forecasting
International journal of forecasting
13
Applied financial economics
5
Journal of econometrics
4
Oxford bulletin of economics and statistics
4
Econometrics : open access journal
3
International journal of finance & economics : IJFE
3
Journal of international financial markets, institutions & money
3
The econometrics journal
3
Finance research letters
2
International review of applied economics
2
International review of financial analysis
2
National Institute economic review
2
Review of accounting & finance
2
The European journal of finance
2
The Manchester School
2
The Oxford handbook of economic forecasting
2
The economic journal : the journal of the Royal Economic Society
2
The journal of asset management
2
A companion to economic forecasting
1
Annales d'économie et de statistique
1
Applied economics
1
Asia-Pacific financial markets
1
Capitalism and society : a journal of The Center on Capitalism and Society
1
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1
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1
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1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in nonlinear time series econometrics
1
Financial markets, institutions & instruments
1
Global finance journal
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
International Journal of Forecasting
1
International journal of banking, accounting and finance
1
International journal of monetary economics and finance : IJMEF
1
International review of economics & finance : IREF
1
Journal of Econometrics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
On the limitations of comparing mean square
forecast
errors
Clements, Michael P.
- In:
Journal of forecasting
12
(
1993
)
8
,
pp. 617-637
Persistent link: https://www.econbiz.de/10001152510
Saved in:
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