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type_genre:"Article in journal"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Prognoseverfahren
Volatility
Estimation
51,499
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51,433
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11,323
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11,323
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7,028
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7,027
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4,865
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4,819
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4,819
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2,344
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2,303
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2,190
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2,188
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2,068
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Gupta, Rangan
91
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37
Ma, Feng
35
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33
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33
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30
Zaremba, Adam
29
Balcilar, Mehmet
28
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26
Todorov, Viktor
25
Bouri, Elie
24
McAleer, Michael
24
Wang, Yudong
24
Xuan Vinh Vo
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Bollerslev, Tim
23
Zhang, Yaojie
23
Kumar, Dilip
21
Mensi, Walid
18
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17
Kang, Sang Hoon
17
Salisu, Afees A.
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Nonejad, Nima
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Wei, Yu
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Asai, Manabu
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Bali, Turan G.
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Gil-Alaña, Luis A.
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Rashid, Abdul
15
Andersen, Torben
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Brooks, Robert
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Li, Jia
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Moosa, Imad A.
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Yoon, Seong-min
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Zhu, Huiming
14
Apergēs, Nikolaos
13
Chiang, Thomas C.
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Demirer, Rıza
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Lee, Chien-chiang
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Marcellino, Massimiliano
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Finance research letters
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Energy economics
172
International journal of forecasting
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International review of economics & finance : IREF
145
International review of financial analysis
145
Journal of econometrics
142
Journal of banking & finance
137
Journal of empirical finance
128
The North American journal of economics and finance : a journal of financial economics studies
122
Applied economics letters
121
Journal of forecasting
114
Journal of international money and finance
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Economics letters
93
Applied financial economics
91
Journal of international financial markets, institutions & money
88
Research in international business and finance
84
Journal of financial economics
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The journal of futures markets
74
Journal of risk and financial management : JRFM
68
The European journal of finance
66
International journal of finance & economics : IJFE
59
Pacific-Basin finance journal
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of applied econometrics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometric reviews
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Journal of economic dynamics & control
43
International journal of economics and finance
42
International Journal of Energy Economics and Policy : IJEEP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of financial markets
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Review of quantitative finance and accounting
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ECONIS (ZBW)
7,086
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101
Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach
Naimy, Viviane
;
El Khoury, Rim
;
Montero, José-María
; …
- In:
Oeconomia Copernicana
14
(
2023
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10014249933
Saved in:
102
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
103
Riding the waves of fluctuating oil prices : decoding the impact on economic growth
Triantoro, Arvian
;
Akhtar, Muhammad Zaheer
;
Khan, Shiraz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 34-50
Persistent link: https://www.econbiz.de/10014250944
Saved in:
104
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
105
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
106
The asymmetric relationship between Baltic Dry Index and commodity spot prices : evidence from nonparametric causality-in-quantiles test
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
Mineral economics : raw materials report
36
(
2023
)
2
,
pp. 217-237
Persistent link: https://www.econbiz.de/10014251398
Saved in:
107
Analyst target price and dividend forecasts and expected stock returns
Hao, Jinji
;
Skinner, Jonathon
- In:
The journal of asset management : a major new, …
24
(
2023
)
2
,
pp. 108-120
Persistent link: https://www.econbiz.de/10014251509
Saved in:
108
Volatile financial conditions, asset prices, and investment decisions : analysis of daily data of DJIA and S&P500 : from January to April of 2022
Warburton, Christopher E. S.
;
Pemberton, Jared
- In:
Applied econometrics and international development
23
(
2023
)
1
,
pp. 101-124
Persistent link: https://www.econbiz.de/10014253879
Saved in:
109
The economic effects of government spending : using expectations data to control for information
Hall, Matthew
;
Thapar, Aditi
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 141-170
Persistent link: https://www.econbiz.de/10014247356
Saved in:
110
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
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