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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Forecasting model"
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Forecasting model
Volatility
110
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110
Theorie
80
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80
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77
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77
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66
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Garcia, René
4
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2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
363
Journal of forecasting
280
Finance research letters
256
Energy economics
186
International review of financial analysis
157
Applied economics
149
Journal of empirical finance
149
Journal of banking & finance
148
Economic modelling
126
International review of economics & finance : IREF
124
Journal of econometrics
112
NBER working paper series
107
Journal of financial economics
102
The North American journal of economics and finance : a journal of financial economics studies
102
Applied economics letters
101
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Working paper / National Bureau of Economic Research, Inc.
91
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89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Discussion paper / Centre for Economic Policy Research
83
Journal of international money and finance
82
Pacific-Basin finance journal
82
Economics letters
81
The European journal of finance
80
Discussion paper / Tinbergen Institute
71
Applied financial economics
69
Journal of international financial markets, institutions & money
64
Quantitative finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Research in international business and finance
57
The journal of futures markets
57
CESifo working papers
56
Finance and economics discussion series
56
Journal of applied econometrics
55
The review of financial studies
55
International journal of finance & economics : IJFE
53
Discussion papers / CEPR
51
Journal of risk and financial management : JRFM
51
Computational economics
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ECONIS (ZBW)
48
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1
Disentangling continuous
volatility
from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
Saved in:
2
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
3
Measuring high-frequency causality between returns, realized
volatility
, and implied
volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
4
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
5
Can
volatility
models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
7
Model-free versus model-based
volatility
prediction
Politis, Dimitris N.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 358-389
Persistent link: https://www.econbiz.de/10003518495
Saved in:
8
Why do absolute returns predict
volatility
so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
Saved in:
9
Semiparametric density forecasts of daily financial returns from intraday data
Hallam, Mark
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
Saved in:
10
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
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