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Aktienindex
15
Stock index
15
Forecasting model
13
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10
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10
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International journal of forecasting
Applied financial economics
95
International review of financial analysis
63
The journal of futures markets
62
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
35
Journal of empirical finance
33
Economic modelling
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NBER working paper series
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Research in international business and finance
28
The journal of asset management
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Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
International journal of economics and financial issues : IJEFI
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
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The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Review of quantitative finance and accounting
19
The review of financial studies
19
Working paper
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International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
4
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
5
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
6
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
7
Asymmetric effects and long memory in the volatility of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
Saved in:
8
Are combination forecasts of S&P 500 volatility statistically superior?
Becker, Ralf
;
Clements, Adam
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 122-133
Persistent link: https://www.econbiz.de/10003661257
Saved in:
9
Predictability of large future changes in major financial indices
Sornette, Didier
;
Zhou, Wei-Xing
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 153-168
Persistent link: https://www.econbiz.de/10003283968
Saved in:
10
Predicting the volatility of the S&P-500 stock index via GARCH models - the role of asymmetries
Awartani, Basel M. A.
;
Corradi, Valentina
- In:
International journal of forecasting
21
(
2005
)
1
,
pp. 167-183
Persistent link: https://www.econbiz.de/10002547201
Saved in:
11
Predicting returns in US financial sector indices
Joseph, Nathan Lael
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 351-367
Persistent link: https://www.econbiz.de/10001793005
Saved in:
12
Forecasting stock indices : a comparison of classification and level estimation models
Leung, Mark T.
;
Daouk, Hazem
;
Chen, An-sing
- In:
International journal of forecasting
16
(
2000
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10001476882
Saved in:
13
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
14
A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
15
Graded forecasting using an array of bipolar predictions : application of probabilistic neural networks to a stock market index
Kim, Steven H.
;
Se Hak, Chun
- In:
International journal of forecasting
14
(
1998
)
3
,
pp. 323-337
Persistent link: https://www.econbiz.de/10001367678
Saved in:
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