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Forecasting model
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Journal of forecasting
European journal of operational research : EJOR
523
Insurance / Mathematics & economics
339
International journal of forecasting
301
Discussion paper / Tinbergen Institute
296
MPRA Paper
291
Economic modelling
285
Journal of econometrics
279
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249
Finance research letters
238
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222
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212
Economics letters
211
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206
Computational economics
205
International journal of production research
203
Industrial and Commercial Training
200
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CEPR Discussion Papers
171
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International journal of production economics
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Operations research letters
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International review of financial analysis
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Applied economics letters
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NBER working paper series
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International journal of theoretical and applied finance
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Journal of economic theory
144
CESifo working papers
139
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137
Quantitative finance
134
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133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
131
Discussion paper / Centre for Economic Policy Research
130
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
242
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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
Saved in:
2
Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
Saved in:
3
Wind power prediction based on wind speed forecast using hidden Markov model
Jahromi, Khatereh Ghasvarian
;
Gharavian, Davood
; …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 101-123
Persistent link: https://www.econbiz.de/10013465766
Saved in:
4
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
5
Bayesian quantile
forecasting
via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
6
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
7
Forecasting
the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
8
Policy-oriented macroeconomic
forecasting
with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.
;
Paccagnini, Alessia
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
Saved in:
9
On the predictive information of futures' prices : a wavelet-based assessment
Herwartz, Helmut
;
Schlüter, Stephan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 345-356
Persistent link: https://www.econbiz.de/10011860427
Saved in:
10
Forecasting
based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
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