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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of forecasting"
~subject:"Regressionsanalyse"
~subject:"Theorie"
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Volatilität
Regressionsanalyse
Theorie
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Volatility
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
18
United States
18
Forecast
16
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forecasting
14
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13
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12
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12
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11
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Aktienmarkt
10
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10
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9
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9
Leading indicator
9
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9
VAR-Modell
9
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9
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8
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Article in journal
93
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93
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English
93
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Karathanasopoulos, Andreas
3
Chan, Ngai Hang
2
García-Ferrer, Antonio
2
Pierdzioch, Christian
2
Taylor, James W.
2
Thomson, Peter J.
2
Ullah, Wali
2
Wang, Yudong
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Anders, Ulrich
1
Andrews, Rick L.
1
Asgharian, Hossein
1
Barnett, William A.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bikker, Jacob A.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bottomley, Paul A.
1
Breitung, Jörg
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buss, Ginters
1
Byers, J. David
1
Cabrer-Borrás, Bernardí
1
Cai, Wensheng
1
Cenesizoglu, Tolga
1
Cepni, Oguzhan
1
Chang, Shu-Lien
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chen, Lu
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Choi, Jaehyuk
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
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Journal of forecasting
Applied economics
465
Economic modelling
313
Journal of econometrics
289
Economics letters
282
Applied economics letters
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
International review of economics & finance : IREF
216
Energy economics
215
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
210
Journal of international money and finance
200
Finance research letters
175
Journal of banking & finance
174
Journal of applied econometrics
168
Journal of empirical finance
158
International review of financial analysis
155
Applied financial economics
153
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of economic dynamics & control
137
Journal of macroeconomics
133
International journal of forecasting
114
The review of economics and statistics
112
Journal of financial economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Journal of international financial markets, institutions & money
103
Macroeconomic dynamics
102
International journal of finance & economics : IJFE
101
Journal of monetary economics
101
Journal of international economics
98
The European journal of finance
98
European economic review : EER
95
Econometric reviews
91
The journal of finance : the journal of the American Finance Association
91
The journal of futures markets
90
Research in international business and finance
89
Journal of risk and financial management : JRFM
87
Journal of urban economics
87
Journal of money, credit and banking : JMCB
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
The American economic review
80
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ECONIS (ZBW)
93
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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
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
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:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
6
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
Saved in:
7
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
10
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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