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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER Working Paper"
~language:"eng"
~subject:"Forecasting model"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Volatility"
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Forecasting model
Marktmikrostruktur
Volatility
868
Volatilität
868
Theorie
335
Theory
335
Estimation
201
Schätzung
201
Börsenkurs
187
Share price
187
Prognoseverfahren
177
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167
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167
Time series analysis
143
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143
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133
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133
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132
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132
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127
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82
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43
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Bollerslev, Tim
10
Diebold, Francis X.
5
Li, Yingying
5
Mykland, Per A.
5
Patton, Andrew J.
5
Wang, Yudong
5
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Aït-Sahalia, Yacine
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4
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3
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3
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3
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3
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3
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3
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3
Song, Yuping
3
Valkanov, Rossen I.
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Journal of econometrics
Journal of forecasting
NBER Working Paper
International journal of forecasting
123
Finance research letters
119
Energy economics
117
International review of financial analysis
83
International review of economics & finance : IREF
64
Economic modelling
63
Journal of empirical finance
61
Journal of banking & finance
59
The North American journal of economics and finance : a journal of financial economics studies
59
Applied economics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Quantitative finance
39
Department of Economics working paper series
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The European journal of finance
37
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34
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31
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31
Pacific-Basin finance journal
30
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29
Journal of financial economics
29
Journal of financial econometrics
27
Economics letters
26
Journal of risk and financial management : JRFM
26
Research in international business and finance
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Computational economics
21
Journal of international money and finance
20
Econometric reviews
19
Journal of applied econometrics
19
NBER working paper series
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Risks : open access journal
19
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18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
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18
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ECONIS (ZBW)
216
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
9
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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