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isPartOf:"Journal of econometrics"
~isPartOf:"Applied financial economics"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatilität
1,144
Volatility
1,143
Theorie
319
Theory
319
Estimation
282
Schätzung
282
Börsenkurs
281
Share price
281
USA
251
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251
Capital income
234
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234
ARCH model
154
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154
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149
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149
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131
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131
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130
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Estimation theory
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108
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84
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65
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Risk premium
57
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56
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Bollerslev, Tim
8
Andersen, Torben
6
Diebold, Francis X.
5
Patton, Andrew J.
5
Ghysels, Eric
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Hallin, Marc
3
Kim, Donggyu
3
McMillan, David G.
3
Zhou, Hao
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bekaert, Geert
2
Degiannakis, Stavros
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
Hoerova, Marie
2
Quaedvlieg, Rogier
2
Reeves, Jonathan J.
2
Salisu, Afees A.
2
Santa-Clara, Pedro
2
Valkanov, Rossen I.
2
Xie, Xuan
2
Ahmed, Shaker
1
Akgül, Işıl
1
Andreou, Elena
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Aït-Sahalia, Yacine
1
Bansal, Ravi
1
Bauer, Gregory H.
1
Bianchi, Francesco
1
Blair, Bevan J.
1
Brugal, Iván
1
Busch, Thomas
1
Bühlmann, Peter
1
Calvet, Laurent E.
1
Campa, José Manuel
1
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Journal of econometrics
Applied financial economics
Emerging markets, finance and trade : EMFT
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
123
Journal of forecasting
114
Energy economics
111
Finance research letters
99
International review of financial analysis
73
Economic modelling
58
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of banking & finance
48
Department of Economics working paper series
36
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
31
The European journal of finance
30
Working paper
30
Discussion paper / Tinbergen Institute
29
International journal of finance & economics : IJFE
27
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial economics
21
Computational economics
19
Journal of applied econometrics
19
Research in international business and finance
19
CREATES research paper
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance and economics discussion series
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Financial innovation : FIN
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NBER working paper series
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ECONIS (ZBW)
108
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang
;
Hou, Fengshuang
;
Shi, Huihong
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
14
,
pp. 3941-3951
Persistent link: https://www.econbiz.de/10014419375
Saved in:
4
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
5
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
6
Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Wang, Dan
;
Huang, Wei-Qiang
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
6
,
pp. 1797-1817
Persistent link: https://www.econbiz.de/10014290322
Saved in:
7
Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach
Liang, Dawei
;
Xu, Yue
;
Hu, Yan
;
Du, Qianqian
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
7
,
pp. 2118-2128
Persistent link: https://www.econbiz.de/10014290403
Saved in:
8
Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
3
,
pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
Saved in:
9
Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach
Yi, Yongsheng
;
Zhang, Yaojie
;
Xiao, Jihong
;
Wang, Xunxiao
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3639-3650
Persistent link: https://www.econbiz.de/10013462322
Saved in:
10
Does the listing of optionsimprove forecasting power? : evidence from the Shanghai Stock Exchange
Guo, Biao
;
Wang, Zhen
;
Fan, Shuyu
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
15
,
pp. 4300-4308
Persistent link: https://www.econbiz.de/10013463027
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