//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Wechselkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Forecasting model
Wechselkurs
Estimation
872
Schätzung
871
Theorie
251
Theory
251
Prognoseverfahren
235
Volatilität
223
Capital income
174
Kapitaleinkommen
174
Börsenkurs
162
Share price
162
USA
144
United States
144
Time series analysis
122
Zeitreihenanalyse
122
Welt
117
World
117
Stock market
107
Aktienmarkt
106
ARCH model
96
ARCH-Modell
96
Exchange rate
76
Cointegration
59
Kointegration
59
Portfolio selection
58
Portfolio-Management
58
Commodity derivative
55
Rohstoffderivat
55
Risiko
52
Risk
52
Oil price
48
Panel
48
Panel study
48
Ölpreis
48
Yield curve
47
Zinsstruktur
47
Economic growth
45
Hedging
45
more ...
less ...
Online availability
All
Undetermined
267
Free
11
Type of publication
All
Article
417
Type of publication (narrower categories)
All
Article in journal
417
Aufsatz in Zeitschrift
417
Conference paper
2
Konferenzbeitrag
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
417
Author
All
Koopman, Siem Jan
5
Xuan Vinh Vo
5
Balcilar, Mehmet
4
Gupta, Rangan
4
McAleer, Michael
4
Wang, Yudong
4
Athanasopoulos, George
3
Brooks, Robert
3
Chang, Chia-Lin
3
Huber, Florian
3
Kang, Sang Hoon
3
Todorova, Neda
3
Yin, Libo
3
Agarwalla, Sobhesh Kumar
2
Ahmad, Ahmad Hassan
2
Asai, Manabu
2
Beckmann, Joscha
2
Blasques, Francisco
2
Bräuning, Falk
2
Caporin, Massimiliano
2
Chang, Kuang-Liang
2
Chen, Shyh-Wei
2
Das, Debojyoti
2
Dhaene, Geert
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Feng, Jiabao
2
Fonseca, José da
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannellis, Nikolaos
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Zhifang
2
Herwartz, Helmut
2
Hou, Chenghan
2
more ...
less ...
Published in...
All
International journal of forecasting
International review of economics & finance : IREF
The journal of futures markets
Applied economics
221
Finance research letters
199
Economic modelling
185
Energy economics
181
Journal of international money and finance
162
International review of financial analysis
158
Working paper / National Bureau of Economic Research, Inc.
153
NBER working paper series
149
Journal of econometrics
144
Applied economics letters
143
Journal of banking & finance
142
The North American journal of economics and finance : a journal of financial economics studies
141
NBER Working Paper
137
Journal of empirical finance
134
Working paper
128
Discussion paper / Centre for Economic Policy Research
119
CESifo working papers
117
Journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Applied financial economics
111
Journal of international financial markets, institutions & money
105
Economics letters
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Research in international business and finance
91
Discussion paper / Tinbergen Institute
86
International journal of finance & economics : IJFE
84
Journal of financial economics
83
The European journal of finance
75
Journal of risk and financial management : JRFM
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and financial issues : IJEFI
63
Discussion papers / CEPR
60
Pacific-Basin finance journal
59
International journal of economics and finance
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of applied econometrics
53
Discussion paper
52
more ...
less ...
Source
All
ECONIS (ZBW)
417
Showing
1
-
10
of
417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
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:
5
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:
6
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:
7
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
8
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
9
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
10
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->