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~isPartOf:"International journal of forecasting"
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Forecasting model
595
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595
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561
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360
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360
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190
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Hyndman, Rob J.
17
Makridakis, Spyros G.
13
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11
Spiliotis, Evangelos
11
Assimakopoulos, V.
10
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10
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10
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10
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9
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9
Ruiz, Esther
9
Dijk, Dick van
8
Hendry, David F.
8
Williams, Dan
8
Petropoulos, Fotios
7
Timmermann, Allan
7
Bergmeir, Christoph
6
González-Rivera, Gloria
6
Goodwin, Paul
6
Kang, Yanfei
6
Lucas, André
6
Peña, Daniel
6
Proietti, Tommaso
6
Stekler, Herman O.
6
Teräsvirta, Timo
6
Thomakos, Dimitrios D.
6
Harvey, Nigel
5
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5
Martin, Gael M.
5
McCabe, Brendan Peter Martin
5
O'Connor, Marcus J.
5
Ord, John Keith
5
Shang, Han Lin
5
Taylor, James W.
5
Wang, Yudong
5
Weron, Rafał
5
Zhang, Yaojie
5
Basellini, Ugofilippo
4
Blasques, Francisco
4
Booth, Heather
4
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
11,833
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The American economic review
2,444
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2,227
NBER Working Paper
2,186
Applied economics
2,029
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1,847
Energy economics
1,765
American journal of agricultural economics
1,655
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1,596
The journal of finance : the journal of the American Finance Association
1,566
The review of economics and statistics
1,543
Economics letters
1,517
The review of financial studies
1,473
Journal of banking & finance
1,380
Finance research letters
1,218
Journal of econometrics
1,181
Journal of financial economics
1,084
The journal of futures markets
1,083
Applied economics letters
1,073
CESifo working papers
1,065
Finance and economics discussion series
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Economic modelling
967
IZA Discussion Papers
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Economic review
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National tax journal
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Journal of financial and quantitative analysis : JFQA
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International review of financial analysis
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Southern economic journal
898
Monthly labor review : MLR
882
International review of economics & finance : IREF
879
Economic inquiry : journal of the Western Economic Association International
876
Journal of money, credit and banking : JMCB
828
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
827
Applied financial economics
807
Journal of human resources : JHR
784
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
759
The journal of economic perspectives : EP ; a journal of the American Economic Association
731
Journal of political economy
726
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ECONIS (ZBW)
807
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807
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1
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
2
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
3
Stock market
volatility
forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
4
Can idiosyncratic
volatility
help forecast stock market
volatility
?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
5
Global equity market
volatility
spillovers : a broader role for the United States
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1317-1339
Persistent link: https://www.econbiz.de/10011622159
Saved in:
6
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of
volatility
indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
Saved in:
7
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
8
Trading and non-trading period realized market
volatility
: does it matter for forecasting the
volatility
of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
9
Stochastic level shifts and outliers and the dynamics of oil price movements
Trimbur, Thomas M.
- In:
International journal of forecasting
26
(
2010
)
1
,
pp. 162-179
Persistent link: https://www.econbiz.de/10003952375
Saved in:
10
Targeted growth rates for long-horizon crude oil price forecasts
Snudden, Stephen
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012030835
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