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Forecasting model
Theorie
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Theory
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USA
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Gupta, Rangan
196
Diebold, Francis X.
143
Timmermann, Allan
137
Franses, Philip Hans
114
Marcellino, Massimiliano
110
Clements, Michael P.
109
Clark, Todd E.
105
Ravazzolo, Francesco
93
Pierdzioch, Christian
84
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75
Armstrong, J. Scott
74
Dijk, Herman K. van
72
McCracken, Michael W.
72
Hyndman, Rob J.
71
McMillan, David G.
71
Giannone, Domenico
67
Swanson, Norman R.
67
Schorfheide, Frank
60
Hendry, David F.
58
McAleer, Michael
58
Rossi, Barbara
57
Bollerslev, Tim
56
Dijk, Dick van
56
Kilian, Lutz
56
Guidolin, Massimo
54
Härdle, Wolfgang
54
Lahiri, Kajal
54
Koopman, Siem Jan
53
Ghysels, Eric
52
Koop, Gary
49
Ma, Feng
49
Fildes, Robert
48
Wang, Yudong
48
Zhou, Guofu
48
Wohar, Mark E.
44
Watson, Mark W.
42
Zhang, Yaojie
41
Granger, C. W. J.
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Makridakis, Spyros G.
40
Patton, Andrew J.
40
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Economics
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Federal Reserve Bank of San Francisco
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OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
European Commission / Directorate-General for Research
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IGI Global
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Rutgers University / Department of Economics
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Springer Fachmedien Wiesbaden
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Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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European Commission / Directorate-General for Economic and Financial Affairs
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Federal Reserve Bank of Cleveland
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Boston College / Department of Economics
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European Central Bank
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European Co-operation in the field of Scientific and Technical Research
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Leibniz-Institut für Wirtschaftsforschung Halle
3
National Research Council <USA> / Transportation Research Board
3
Robert Schuman Centre for Advanced Studies
3
Rodney L. White Center for Financial Research
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
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International journal of forecasting
915
Journal of forecasting
625
Finance research letters
226
Journal of econometrics
184
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Journal of empirical finance
157
NBER working paper series
157
Applied economics
153
European journal of operational research : EJOR
151
Working paper / National Bureau of Economic Research, Inc.
151
Journal of banking & finance
147
Working paper
141
Energy economics
138
Economic modelling
137
Discussion paper / Centre for Economic Policy Research
131
NBER Working Paper
130
Discussion paper / Tinbergen Institute
128
International review of financial analysis
128
Computational economics
123
Economics letters
123
Applied economics letters
118
International review of economics & finance : IREF
118
Journal of financial economics
116
The North American journal of economics and finance : a journal of financial economics studies
106
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Technological forecasting & social change : an international journal
102
Journal of applied econometrics
89
Risks : open access journal
88
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Quantitative finance
86
The European journal of finance
84
Finance and economics discussion series
83
The review of financial studies
82
Pacific-Basin finance journal
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
CESifo working papers
72
Journal of economic dynamics & control
71
Discussion papers / CEPR
70
International journal of production economics
70
Working paper series / European Central Bank
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ECONIS (ZBW)
22,284
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1
Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem
;
Gulen, Huseyin
;
Cassella, Stefano
;
Ruan, …
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 5949-5984
Persistent link: https://www.econbiz.de/10015137979
Saved in:
2
Estimation of value-at-Risk on Romanian stock exchange using volatility forecasting models
Opreana, Claudiu Ilie
- In:
Expert journal of finance
1
(
2013
),
pp. 4-18
Persistent link: https://www.econbiz.de/10011572395
Saved in:
3
Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.
;
Auer, Benjamin R.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
Saved in:
4
Seasonalities in the German stock market
Hofmann, Daniel
;
Keiber, Karl Ludwig
- In:
Financial markets and portfolio management
35
(
2021
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
Saved in:
5
Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno
;
Nielsen, Jens Perch
;
Scholz, Michael
; …
-
2019
Persistent link: https://www.econbiz.de/10012138047
Saved in:
6
Investing for the long run when returns are predictable
Barberis, Nicholas
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
Saved in:
7
Economic tracking portfolios
Lamont, Owen A.
-
1999
Persistent link: https://www.econbiz.de/10001378519
Saved in:
8
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
Saved in:
9
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
10
Predicting risk : some new generalizations
Karolyi, G. Andrew
- In:
Management science : journal of the Institute for …
38
(
1992
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
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