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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatility"
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Volatility
Volatilität
259
Forecasting model
109
Prognoseverfahren
109
Capital income
95
Kapitaleinkommen
95
ARCH model
89
ARCH-Modell
89
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259
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Gupta, Rangan
10
Bouri, Elie
9
Roubaud, David
6
Wang, Yudong
4
Zhang, Yaojie
4
Ahmed, Walid M. A.
3
Clements, Adam
3
Corbet, Shaen
3
Gallo, Giampiero M.
3
Lucas, André
3
Ma, Feng
3
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3
Shahzad, Syed Jawad Hussain
3
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3
Azhar Mohamad
2
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2
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2
Catania, Leopoldo
2
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2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Demetrescu, Matei
2
Demirer, Rıza
2
Gurdgiev, Constantin
2
He, Mengxi
2
Hou, Chenghan
2
Jung, Young Cheol
2
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2
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2
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2
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
477
Energy economics
472
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
265
Applied economics
237
Discussion paper / Centre for Economic Policy Research
217
Economic modelling
217
Research in international business and finance
200
Quantitative finance
171
Journal of econometrics
163
Journal of banking & finance
149
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
Applied economics letters
128
Journal of international financial markets, institutions & money
123
Journal of empirical finance
121
Pacific-Basin finance journal
117
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
Journal of financial economics
93
Computational economics
91
Emerging markets, finance and trade : EMFT
90
International journal of finance & economics : IJFE
79
Journal of economic dynamics & control
77
Discussion papers / CEPR
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The European journal of finance
68
International journal of theoretical and applied finance
67
Journal of financial econometrics
63
Journal of forecasting
61
International journal of financial engineering
57
Journal of financial markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Global finance journal
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
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ECONIS (ZBW)
259
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
4
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
5
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
6
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
7
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
10
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
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