Browse by Journal

Ozbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2021) Volatility Forecasting in European Government Bond Markets. International Journal of Forecasting, 37 (4). pp. 1691-1709. DOI https://doi.org/10.1016/j.ijforecast.2021.03.009

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) Modeling and predicting U.S. recessions using machine learning techniques. International Journal of Forecasting, 37 (2). pp. 647-671. DOI https://doi.org/10.1016/j.ijforecast.2020.08.005

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Forecasting Value at Risk via Intra-day Return Curves. International Journal of Forecasting, 36 (3). pp. 1023-1038. DOI https://doi.org/10.1016/j.ijforecast.2019.10.006

Korobilis, D (2017) Quantile regression forecasts of inflation under model uncertainty. International Journal of Forecasting, 33 (1). pp. 11-20. DOI https://doi.org/10.1016/j.ijforecast.2016.07.005

Alexandridis, Antonis K and Kampouridis, Michael and Cramer, Sam (2017) A comparison of wavelet networks and genetic programming in the context of temperature derivatives. International Journal of Forecasting, 33 (1). pp. 21-47. DOI https://doi.org/10.1016/j.ijforecast.2016.07.002

Hallam, Mark and Olmo, Jose (2014) Forecasting daily return densities from intraday data: A multifractal approach. International Journal of Forecasting, 30 (4). pp. 863-881. DOI https://doi.org/10.1016/j.ijforecast.2014.01.007

Korobilis, D (2013) Hierarchical shrinkage priors for dynamic regressions with many predictors. International Journal of Forecasting, 29 (1). pp. 43-59. DOI https://doi.org/10.1016/j.ijforecast.2012.05.006

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003