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~isPartOf:"International review of financial analysis"
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Forecasting model
204
Prognoseverfahren
204
Capital income
88
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Ma, Feng
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International review of financial analysis
International journal of forecasting
1,548
Journal of forecasting
860
Technological forecasting & social change : an international journal
332
Applied economics
289
Energy economics
287
Journal of econometrics
280
NBER working paper series
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European journal of operational research : EJOR
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Working paper
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Finance research letters
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Economic modelling
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NBER Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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ECB Working Paper
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Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
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CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
136
IMF working papers
134
International journal of production economics
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Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Advances in business and management forecasting
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Journal of international money and finance
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ECONIS (ZBW)
204
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Cryptocurrency price forecasting : a comparative analysis of ensemble learning and deep learning methods
Bouteska, Ahmed
;
Abedin, Mohammad Zoynul
;
Hájek, Petr
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492430
Saved in:
3
Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Saved in:
4
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
5
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
Saved in:
6
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
7
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
8
Economic sentiment and the cryptocurrency market in the post-COVID-19 era
Osman, Myriam Ben
;
Urom, Christian
;
Guesmi, Khaled
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014446935
Saved in:
9
Effects of COVID-19 vaccination programs on EU carbon price forecasts : evidence from explainable machine learning
Yang, Cai
;
Zhang, Hongwei
;
Weng, Futian
- In:
International review of financial analysis
91
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014446939
Saved in:
10
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
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