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Journal of forecasting
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791
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773
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773
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554
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ECONIS (ZBW)
370
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1
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Fülle, Markus J.
;
Herwartz, Helmut
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
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2
Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh
;
Ahmad, Wasim
;
Uddin, Mohammed Gazi Salah
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
Saved in:
3
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
4
Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
Saved in:
5
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
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6
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
7
Policymaking in periods of structural changes and structural breaks : rolling windows revisited
Giannellis, Nikolaos
;
Hall, Stephen G.
;
Kouretas, …
- In:
Journal of forecasting
44
(
2025
)
3
,
pp. 851-855
Persistent link: https://www.econbiz.de/10015374094
Saved in:
8
Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
Saved in:
9
Forecast robustness in macroeconometric models
Bårdsen, Gunnar
;
Kolsrud, Dag
;
Nymoen, Ragnar
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 629-639
Persistent link: https://www.econbiz.de/10011861399
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10
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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