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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Caporin, Massimiliano"
~person:"Rice, Gregory"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatility
4
Volatilität
4
Forecasting model
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Commodity derivative
2
Estimation
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Rohstoffderivat
2
Schätzung
2
Autocorrelation
1
Autokorrelation
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Börsenkurs
1
Co-volatility
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Commodity exchange
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Commodity futures
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Commodity markets
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Derivat
1
Derivative
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Exchange rate
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Forecasting
1
Forecasting comparison
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Forward curves
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Functional GARCH
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Functional autoregressive models
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Functional data analysis
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Functional principal component analysis
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Geopolitical risks
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Geopolitics
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Geopolitik
1
Gold
1
Intra-day VaR backtesting
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Jumps
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Leverage effects
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Overnight cumulative intra-day return
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McAleer, Michael
Caporin, Massimiliano
Rice, Gregory
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Fuertes, Ana María
2
Gerlach, Richard
2
Gupta, Rangan
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Liao, Yin
2
Lucas, André
2
Luo, Jiawen
2
Lyócsa, Štefan
2
Otranto, Edoardo
2
Poon, Aubrey
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Ahoniemi, Katja
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Andrada Félix, Julián
1
Arroyo, Javier
1
Arvanitis, Stelios
1
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International journal of forecasting
Econometric Institute research papers
12
Working paper
10
Discussion paper / Tinbergen Institute
6
International review of economics & finance : IREF
3
Working papers on finance
3
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Econometric reviews
1
Econometrics : open access journal
1
Energy economics
1
Journal of commodity markets
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Marco Fanno Working Paper
1
Risks : open access journal
1
SAFE working paper
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SNB working papers
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School of Accounting, Finance and Economics & FEMARC working paper series
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
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1
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
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