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Forecasting model
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Journal of forecasting
International journal of forecasting
1,611
NBER working paper series
742
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Applied economics letters
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International review of financial analysis
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Journal of banking & finance
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Journal of empirical finance
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International journal of production research
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International journal of production economics
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Risks : open access journal
181
The North American journal of economics and finance : a journal of financial economics studies
179
Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
175
Discussion papers / CEPR
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Basic income studies : BIS ; an international journal on basic income research
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ECONIS (ZBW)
1,045
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1
Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.
;
Shi, Shanming
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
Saved in:
2
High-frequency Markov switching models in the foreign exchange market
Marsh, Ian
- In:
Journal of forecasting
19
(
2000
)
2
,
pp. 123-134
Persistent link: https://www.econbiz.de/10001464874
Saved in:
3
Non-linear forecasts of stock returns
Kanas, Angelos
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 299-315
Persistent link: https://www.econbiz.de/10001775828
Saved in:
4
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
5
Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.
;
Spagnolo, Fabio
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
Saved in:
6
Finding good predictors for inflation : a Bayesian model averaging approach
Jacobson, Tor
;
Karlsson, Sune
- In:
Journal of forecasting
23
(
2004
)
7
,
pp. 479-496
Persistent link: https://www.econbiz.de/10002431268
Saved in:
7
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:
8
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:
9
Analyzing and forecasting electricity price using regime-switching models : the case of New Zealand market
Kapoor, Gaurav
;
Wichitaksorn, Nuttanan
;
Zhang, WenJun
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2011-2026
Persistent link: https://www.econbiz.de/10014432832
Saved in:
10
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
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