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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~subject:"Forecasts"
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Aktienindex
Volatility
Forecasts
Estimation
186
Schätzung
186
Forecasting model
157
Prognoseverfahren
157
Theorie
90
Theory
90
Time series analysis
76
Zeitreihenanalyse
76
Volatilität
47
Capital income
33
Kapitaleinkommen
33
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28
Wirtschaftsprognose
28
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25
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25
Factor analysis
23
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23
Forecast
23
Estimation theory
22
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22
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22
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21
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20
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16
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16
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16
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15
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48
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English
48
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Gerlach, Richard
2
Klein, Tony
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
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1
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1
Bauwens, Luc
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Clements, Adam
1
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1
Croux, Christophe
1
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1
Degiannakis, Stavros
1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Energy economics
153
Finance research letters
136
Applied economics
132
Economic modelling
121
International review of economics & finance : IREF
119
International review of financial analysis
116
Journal of econometrics
105
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
96
Journal of banking & finance
86
Journal of empirical finance
84
Working paper / National Bureau of Economic Research, Inc.
84
Applied economics letters
83
Working paper
82
NBER working paper series
81
Research in international business and finance
79
Journal of international financial markets, institutions & money
73
Journal of international money and finance
73
NBER Working Paper
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The journal of futures markets
67
CESifo working papers
61
Discussion paper / Tinbergen Institute
59
Economics letters
59
Journal of risk and financial management : JRFM
56
The European journal of finance
55
International journal of finance & economics : IJFE
52
Discussion paper / Centre for Economic Policy Research
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial economics
39
International journal of economics and finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
35
Quantitative finance
35
International journal of economics and financial issues : IJEFI
34
Journal of financial econometrics
33
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ECONIS (ZBW)
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
8
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
9
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
10
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
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