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The M6 forecasting competition: Bridging the gap between forecasting and investment decisions
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The M6 forecasting competition: Bridging the gap between forecasting and investment decisions (2024)The M6 forecasting competition: Bridging …Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A state space framework for automatic forecasting using exponential smoothing methods (2002)A state space framework for a…The distribution of realized stock return volatility (2001)The distribution of realized …The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Global Portfolio Optimization (1992)Global Portfolio OptimizationGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Judgment under uncertainty: Heuristics and biases (1982)Judgment under uncertainty: H…Calibration of probabilities: The state of the art to 1980 (1982)Calibration of probabilities:…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Behavior of Stock-Market Prices (1965)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Elicitation of Personal Probabilities and Expectations (1971)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Investor Psychology and Security Market Under‐ and Overreactions (1998)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Gender Differences in Preferences (2009)The Elaboration Likelihood Model of Persuasion (1986)Ethical Decision Making by Individuals in Organizations: An Issue-Contingent Model (1991)Differences between entrepreneurs and managers in large organizations: Biases and heuristics in strategic decision-making (1997)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)Econometric Analysis of Cross Section and Panel Data (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1982Judgment under uncertainty: Heuristics and biases3,643 cited
  • 2001The distribution of realized stock return volatility2,264 cited
  • 1982Calibration of probabilities: The state of the art to 19801,966 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
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  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition

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1,465 cited
  • 2002A state space framework for automatic forecasting using exponential smoothing methods1,074 cited
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