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subject:"Volatilität"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Stock market"
~subject:"Theory"
~subject:"Volatility"
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Volatilität
Stock market
Theory
Volatility
Schätzung
827
Estimation
817
Theorie
342
Prognoseverfahren
243
Forecasting model
242
Capital income
173
Kapitaleinkommen
173
Deutschland
162
Germany
161
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131
Share price
131
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111
Time series analysis
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92
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76
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Estimation theory
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Bibliografie enthalten
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English
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German
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Prokopczuk, Marcel
6
Wese Simen, Chardin
4
Guo, Hui
3
Herwartz, Helmut
3
Koopman, Siem Jan
3
Liu, Xiaochun
3
Ahmed, Shamim
2
Anderson, Heather M.
2
Auria, Laura
2
Bauer, Frank
2
Baumann, Stefan
2
Berkman, Henk
2
Bismarck, Wolf-Bertram von
2
Bremer, Ralf
2
Cakici, Nusret
2
Chiang, Raymond
2
Chiu, Ching Wai Jeremy
2
Clare, Andrew D.
2
Claßen, Christian
2
Dobner, Stephan
2
Dreyer, Heinrich Wilhelm
2
Gerlach, Richard
2
Graziani, Carlo
2
Guérin, Pierre
2
Harris, Richard D. F.
2
Hauk, Matthias
2
Hautsch, Nikolaus
2
Hayo, Bernd
2
Hou, Chenghan
2
Huber, Florian
2
Höser, Hans
2
Just, Robin W.
2
Kamphausen, Heidrun
2
Karkoschka, Urs
2
Kaufmann, Ralph Sven
2
Klein, Tony
2
Knoppig, Christoph
2
Knupfer, Stefan
2
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2
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2
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Peter Lang GmbH
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Europäische Hochschulschriften / 5
International journal of forecasting
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
641
NBER working paper series
536
NBER Working Paper
501
Applied economics
464
Discussion paper / Centre for Economic Policy Research
404
Economic modelling
326
Discussion paper series / IZA
301
CESifo working papers
297
Applied economics letters
282
Economics letters
264
International review of economics & finance : IREF
263
Working paper
239
Journal of econometrics
237
Finance research letters
225
Journal of international money and finance
220
Energy economics
208
International review of financial analysis
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
203
Applied financial economics
195
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
182
Journal of empirical finance
172
The North American journal of economics and finance : a journal of financial economics studies
166
Discussion paper / Tinbergen Institute
159
Journal of applied econometrics
157
Discussion paper
154
IZA Discussion Paper
154
Discussion papers / CEPR
144
Journal of economic dynamics & control
140
Journal of international financial markets, institutions & money
133
Journal of financial economics
128
Journal of macroeconomics
128
Research in international business and finance
124
The European journal of finance
121
The review of economics and statistics
116
International journal of finance & economics : IJFE
113
SpringerLink / Bücher
105
Journal of monetary economics
102
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ECONIS (ZBW)
441
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441
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
3
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:
4
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
7
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
8
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
10
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
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