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Forecasting model
ARCH model
11,556
ARCH-Modell
11,535
Volatilität
7,230
Volatility
7,228
Theorie
3,265
Theory
3,264
Schätzung
2,949
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2,948
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2,385
Time series analysis
2,380
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2,215
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2,215
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2,214
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2,214
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2,032
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1,993
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1,992
Estimation theory
1,599
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1,599
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1,131
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1,131
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1,127
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1,127
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1,101
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1,100
Exchange rate
1,068
Wechselkurs
1,068
GARCH
1,004
USA
966
Correlation
962
Korrelation
962
United States
960
Portfolio selection
867
Portfolio-Management
867
Aktienindex
818
Stock index
818
Risk
815
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806
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730
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2,020
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6
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Gupta, Rangan
54
Ma, Feng
48
McAleer, Michael
31
Zhang, Yaojie
26
Caporin, Massimiliano
25
Liang, Chao
22
Degiannakis, Stavros
21
Wang, Yudong
20
Wei, Yu
19
Ravazzolo, Francesco
18
Molnár, Peter
16
Bouri, Elie
15
Kumar, Dilip
15
Paolella, Marc S.
14
Wu, Xinyu
14
Chen, Cathy W. S.
13
Salisu, Afees A.
13
Wang, Lu
13
Ñíguez, Trino-Manuel
13
Ardia, David
12
Blazsek, Szabolcs
11
Gallo, Giampiero M.
11
Ji, Qiang
11
Storti, Giuseppe
11
Trojani, Fabio
11
Walther, Thomas
11
Audrino, Francesco
10
Bollerslev, Tim
10
Catania, Leopoldo
10
Clements, Adam
10
Degiannakis, Stavros Antonios
10
Liu, Jing
10
Lu, Xinjie
10
Lunde, Asger
10
Barigozzi, Matteo
9
Engle, Robert F.
9
Fiszeder, Piotr
9
Hansen, Peter Reinhard
9
Lönnbark, Carl
9
Mittnik, Stefan
9
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National Bureau of Economic Research
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University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Türkiye Cumhuriyet Merkez Bankası
1
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Journal of forecasting
96
International journal of forecasting
94
Energy economics
76
Finance research letters
72
International review of economics & finance : IREF
44
Applied economics
36
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of empirical finance
34
Economic modelling
31
International review of financial analysis
30
Journal of econometrics
26
Discussion paper / Tinbergen Institute
23
The European journal of finance
22
Applied economics letters
21
Journal of international financial markets, institutions & money
20
Quantitative finance
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Computational economics
17
Department of Economics working paper series
17
Risks : open access journal
17
Applied financial economics
16
International journal of finance & economics : IJFE
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics
15
Journal of risk and financial management : JRFM
15
Economics letters
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Pacific-Basin finance journal
13
Working paper
13
Working papers
13
Research in international business and finance
12
Financial innovation : FIN
11
International Journal of Energy Economics and Policy : IJEEP
11
Econometric Institute research papers
10
Journal of risk
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of commodity markets
9
Review of quantitative finance and accounting
9
The North American journal of economics and finance : a journal of theory and practice
9
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ECONIS (ZBW)
2,030
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1
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Economic uncertainty and time-varying return predictability
Liu, Li
- In:
Finance research letters
68
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015063722
Saved in:
4
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
5
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Saved in:
6
Bias-corrected inference for a modified Lee-Carter mortality model
Liu, Qing
;
Ling, Chen
;
Li, Deyuan
;
Peng, Liang
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012056606
Saved in:
7
Forecasting lending interest rate and deposit interest rate of bangladesh using the autoregressive integrated moving average model
Jilhajj, Khondokar
- In:
International journal of economics and financial issues …
13
(
2023
)
3
,
pp. 169-177
Persistent link: https://www.econbiz.de/10014288663
Saved in:
8
This time it is different! : or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011931141
Saved in:
9
Fast computation of reconciled forecasts for hierarchical and grouped time series
Hyndman, Rob J.
;
Lee, Alan
;
Wang, Earo
-
2014
Persistent link: https://www.econbiz.de/10011780802
Saved in:
10
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
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