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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The review of financial studies"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Volatilität"
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Forecasting model
USA
Volatilität
Theorie
3,820
Theory
3,820
United States
341
Portfolio selection
339
Portfolio-Management
339
Estimation
281
Schätzung
281
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251
Option pricing theory
222
Optionspreistheorie
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218
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2
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2
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589
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Bekaert, Geert
4
Renault, Eric
4
Schweizer, Martin
4
Zhou, Guofu
4
Bakshi, Gurdip S.
3
Bossaerts, Peter L.
3
Caporale, Guglielmo Maria
3
Carr, Peter
3
Chabi-Yo, Fousseni
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Glasserman, Paul
3
Hillion, Pierre Henri
3
Kadan, Ohad
3
Ljungqvist, Alexander
3
Lo, Andrew W.
3
Ma, Feng
3
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3
Madan, Dilip B.
3
Madhavan, Ananth Narayan
3
Platen, Eckhard
3
Richardson, Matthew
3
Vanden, Joel M.
3
Vayanos, Dimitri
3
Whitelaw, Robert F.
3
Zhang, Yaojie
3
Ahn, Dong-Hyun
2
Albuquerque, Rui
2
Almeida, Heitor
2
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2
Andrei, Daniel
2
Atmaz, Adem
2
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2
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2
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2
Başak, Suleyman
2
Belo, Frederico
2
Benth, Fred Espen
2
Bhamra, Harjoat Singh
2
Boudoukh, Jacob
2
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2
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Review of international economics
Economic modelling
Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
International journal of forecasting
726
European journal of operational research : EJOR
461
Journal of forecasting
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
339
The American economic review
334
Economics letters
322
Journal of econometrics
305
Journal of banking & finance
275
Applied economics
274
American journal of agricultural economics
253
The review of economics and statistics
248
The journal of finance : the journal of the American Finance Association
246
Journal of monetary economics
235
Computers & operations research : and their applications to problems of world concern ; an international journal
230
Journal of financial economics
213
Journal of economic dynamics & control
209
Journal of political economy
195
Applied economics letters
188
International journal of production research
185
Journal of international money and finance
175
Journal of money, credit and banking : JMCB
175
Southern economic journal
174
Energy economics
170
Journal of applied econometrics
166
Journal of macroeconomics
157
Journal of empirical finance
156
Finance research letters
153
Economic inquiry : journal of the Western Economic Association International
147
The journal of futures markets
147
Computational economics
143
International journal of production economics
143
Management science : journal of the Institute for Operations Research and the Management Sciences
141
International economic review
138
The economic journal : the journal of the Royal Economic Society
136
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
129
Journal of economic behavior & organization : JEBO
128
International review of financial analysis
127
Technological forecasting & social change : an international journal
123
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ECONIS (ZBW)
589
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589
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Dynamic equilibrium with costly short-selling and lending market
Atmaz, Adem
;
Başak, Suleyman
;
Ruan, Fangcheng
- In:
The review of financial studies
37
(
2024
)
2
,
pp. 444-506
Persistent link: https://www.econbiz.de/10014528717
Saved in:
3
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
4
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1553-1595
Persistent link: https://www.econbiz.de/10012879000
Saved in:
5
Examining business cycles and optimal monetary policy in a regional DSGE model
Gelfer, Sacha
- In:
Economic modelling
136
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014549181
Saved in:
6
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
7
Scale or yield? : a present-value identity
Cho, Thummim
;
Kremens, Lukas
;
Lee, Dongryeol
;
Polk, …
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 950-988
Persistent link: https://www.econbiz.de/10014528730
Saved in:
8
Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
9
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
10
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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