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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Schock
Volatilität
Statistical distribution
Estimation
256
Schätzung
256
Forecasting model
174
Prognoseverfahren
174
Theorie
126
Theory
126
Time series analysis
91
Zeitreihenanalyse
91
Volatility
80
Capital income
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Kapitaleinkommen
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48
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Asai, Manabu
2
Dobrev, Dobrislav
2
Gerlach, Richard
2
Ghysels, Eric
2
Klein, Tony
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Rubia, Antonio
2
Schaumburg, Ernst
2
Watanabe, Toshiaki
2
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1
Adrian, Tobias
1
Ahmed, Shamim
1
Ahoniemi, Katja
1
Arroyo, Javier
1
Audrino, Francesco
1
Badescu, Alexandru
1
Bali, Turan G.
1
Ballinari, Daniele
1
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Barndorff-Nielsen, Ole E.
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1
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1
Bluedorn, John Christopher
1
Bos, Charles S.
1
Boyarchenko, Nina
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
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International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
199
Economic modelling
178
Energy economics
170
International review of economics & finance : IREF
136
Finance research letters
133
Journal of econometrics
128
The North American journal of economics and finance : a journal of financial economics studies
115
International review of financial analysis
111
Applied economics letters
109
Economics letters
107
Journal of international money and finance
105
Journal of banking & finance
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of empirical finance
87
Applied financial economics
85
Journal of international financial markets, institutions & money
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Research in international business and finance
73
Journal of economic dynamics & control
72
The journal of futures markets
69
Journal of risk and financial management : JRFM
63
Journal of macroeconomics
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of finance & economics : IJFE
55
The European journal of finance
54
Macroeconomic dynamics
52
Journal of monetary economics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
45
International Journal of Energy Economics and Policy : IJEEP
41
Journal of applied econometrics
41
Journal of money, credit and banking : JMCB
40
Pacific-Basin finance journal
37
Quantitative finance
37
International journal of economics and finance
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Journal of forecasting
34
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ECONIS (ZBW)
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1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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