//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Australian economic papers"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~isPartOf:"The energy journal"
~person:"Degiannakis, Stavros"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"EMWA-HAR-RV model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type:"article"
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:"Volatility"
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
EMWA-HAR-RV model
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
12
Forecasting model
8
ARCH model
7
ARCH-Modell
7
Aktienmarkt
5
Estimation
4
Schätzung
4
Welt
4
World
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
volatility forecasting
3
Oil market
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
model switching
2
realized volatility
2
Ölmarkt
2
Australia
1
Australian sectoral indices
1
Australien
1
Bitcoin
1
China
1
China's stock market
1
Commodity derivative
1
Crude oil
1
Derivat
1
Derivative
1
Dynamic model averaging
1
Economic indicator
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Degiannakis, Stavros
Yin, Libo
Yoon, Seong-min
Zhang, Yaojie
Filis, George
5
Wang, Yudong
5
Ma, Feng
4
Song, Yuping
4
Bouri, Elie
3
Gupta, Rangan
3
Tang, Xiaolong
3
Wu, Xinyu
3
Blomkvist, Magnus
2
Chevallier, Julien
2
Delis, Panagiotis
2
Dimic, Nebojsa
2
Gillas, Konstantinos Gkillas
2
He, Mengxi
2
Ji, Qiang
2
Jiang, Zhuhua
2
Karathanasopoulos, Andreas
2
Lien, Da-hsiang Donald
2
Ma, Zhiren
2
Pierru, Axel
2
Smith, James L.
2
Vulanovic, Milos
2
Wang, Jiqian
2
Wen, Danyan
2
Zhang, Bo
2
Aharon, David Yechiam
1
Almutairi, Hossa
1
Alshater, Muneer Maher
1
Amendola, Alessandra
1
Arora, Vipin
1
Arteche, Josu
1
Asai, Manabu
1
Azad, Nahiyan Faisal
1
Barrows, Samuel D.
1
Baruník, Jozef
1
Behmiri, Niaz Bashiri
1
Berger, Theo
1
more ...
less ...
Published in...
All
Australian economic papers
Journal of forecasting
Journal of risk
The energy journal
Energy economics
18
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
8
Economic modelling
7
International review of financial analysis
7
Finance research letters
6
International journal of forecasting
5
Research in international business and finance
5
International review of economics & finance : IREF
4
Journal of empirical finance
4
Global finance journal
3
International journal of finance & economics : IJFE
3
Pacific-Basin finance journal
3
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Bulletin of economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of international money and finance
1
Operational research : an international journal
1
The European journal of finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
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:
3
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
4
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
8
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
9
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
10
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->