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Forecasting model
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Granger, C. W. J.
5
Granger, C.W.J.
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2
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Sin, C.-Y.
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Sin, Chor-yiu
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Journal of forecasting
SSE/EFI Working Paper Series in Economics and Finance
68
Journal of econometrics
66
Discussion paper / Department of Economics, University of California San Diego
50
SSE EFI working paper series in economics and finance
36
CREATES research paper
34
Journal of Econometrics
30
CREATES Research Papers
24
International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Working paper series in economics and finance
18
Econometric theory
16
Econometric reviews
13
Journal of applied econometrics
11
ERID working paper
9
International Journal of Forecasting
9
Oxford bulletin of economics and statistics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Discussion paper / Centre for Economic Policy Research
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Management Decision
8
The econometrics journal
8
Macroeconomic dynamics
7
Arbeidsnotat / Norges Bank
6
Arbeidsnotat / Norges Bank / Norges Bank
6
Discussion Papers / Elinkeinoelämän Tutkimuslaitos (ETLA)
6
ETLA Discussion Papers
6
Journal of Business & Economic Statistics
6
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
6
The Scandinavian journal of economics
6
The journal of finance : the journal of the American Finance Association
6
The review of economics and statistics
6
Applied financial economics
5
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
5
Economica
5
Finance and economics discussion series
5
Journal of economic literature
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
LSE Research Online Documents on Economics
5
Scandinavian journal of statistics : SJS ; theory and applications
5
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ECONIS (ZBW)
6
OLC EcoSci
6
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1
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
2
Investigating the relationship between gold and silver prices
Escribano, Álvaro
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
Saved in:
3
Forecasting from non-linear models in practice
Lin, Jin-lung
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001154805
Saved in:
4
Economic and statistical measures of forecast accuracy
Granger, C. W. J.
;
Pesaran, M. Hashem
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 537-560
Persistent link: https://www.econbiz.de/10001541122
Saved in:
5
Linking series generated at different frequencies
Hyung, Namwon
;
Granger, C. W. J.
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003738573
Saved in:
6
Building neural network models for time series : a statistical approach
Medeiros, Marcelo C.
;
Teräsvirta, Timo
;
Rech, Gianluigi
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10003268447
Saved in:
7
Economic and Statistical Measures of Forecast Accuracy
Granger, C.W.J.
;
Pesaran, M.H.
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 537-560
Persistent link: https://www.econbiz.de/10006904295
Saved in:
8
Special Issue on Density Forecasting in Economics and Finance - Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
Granger, C.W.J.
;
Sin, C.-Y.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10006906194
Saved in:
9
Investigating the Relationship between Gold and Silver Prices
Escribano, A.
;
Granger, C.W.J.
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 81-108
Persistent link: https://www.econbiz.de/10006919954
Saved in:
10
Forecasting from Non-linear Models in Practice
Lin, J.-L.
;
Granger, C.W.J.
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10006948954
Saved in:
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