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~subject:"Aktienindex"
~subject:"Forecasting model"
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Aktienindex
Forecasting model
ARCH model
2,999
ARCH-Modell
2,995
Volatilität
2,299
Volatility
2,297
Estimation
1,104
Schätzung
1,104
Börsenkurs
913
Share price
913
Capital income
895
Kapitaleinkommen
895
Stock market
854
Aktienmarkt
853
Prognoseverfahren
752
Theorie
646
Theory
646
Time series analysis
579
Zeitreihenanalyse
579
Spillover effect
498
Spillover-Effekt
498
GARCH
459
Risikomaß
390
Risk measure
390
Welt
389
World
389
Oil price
372
Ölpreis
372
Correlation
325
Korrelation
324
Estimation theory
296
Schätztheorie
296
Portfolio selection
276
Portfolio-Management
276
China
236
Risk
236
Risiko
229
Exchange rate
223
Wechselkurs
223
Commodity derivative
210
Rohstoffderivat
210
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689
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873
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9
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859
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859
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13
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13
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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5
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2
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2
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881
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1
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Ma, Feng
56
Zhang, Yaojie
31
Liang, Chao
23
Gupta, Rangan
19
Wang, Yudong
18
Wei, Yu
16
Wang, Lu
13
Wu, Xinyu
13
Lu, Xinjie
12
Nonejad, Nima
12
Wang, Jiqian
12
Liu, Jing
11
Kumar, Dilip
10
Li, Yan
10
Bouri, Elie
9
Huang, Dengshi
9
Molnár, Peter
9
Wahab, M. I. M.
9
He, Mengxi
8
Catania, Leopoldo
7
Degiannakis, Stavros
7
Wu, Chongfeng
7
Yin, Libo
7
Zeng, Qing
7
Filis, George
6
Lau, Chi Keung
6
Li, Xiafei
6
Liu, Xiaoquan
6
Qiao, Gaoxiu
6
Segnon, Mawuli
6
Todorova, Neda
6
Wen, Danyan
6
Blazsek, Szabolcs
5
Chen, Cathy W. S.
5
Chen, Wang
5
Fiszeder, Piotr
5
Jawadi, Fredj
5
Ji, Qiang
5
Kok Haur Ng
5
Li, Tao
5
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Energy economics
63
Finance research letters
59
International journal of forecasting
58
The North American journal of economics and finance : a journal of financial economics studies
44
International review of financial analysis
37
Applied economics
35
International review of economics & finance : IREF
35
Journal of forecasting
32
Economic modelling
24
Journal of empirical finance
24
Research in international business and finance
20
Journal of international financial markets, institutions & money
16
Journal of econometrics
15
International journal of finance & economics : IJFE
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics letters
13
Computational economics
13
Journal of risk
13
Pacific-Basin finance journal
12
Quantitative finance
12
Journal of financial econometrics
10
Economics letters
9
Journal of banking & finance
8
Journal of commodity markets
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Emerging markets, finance and trade : EMFT
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of economics and finance
6
Theoretical economics letters
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of economic dynamics & control
5
The European journal of finance
5
The journal of futures markets
5
Annals of financial economics
4
Econometric reviews
4
International journal of financial research
4
Journal of time series econometrics
4
Review of financial economics : RFE
4
The North American journal of economics and finance : a journal of theory and practice
4
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ECONIS (ZBW)
882
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1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
3
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
4
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
7
Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying
;
Ye, Cheng
;
Bhuiyan, Miraj Ahmed
;
Huang, …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
Saved in:
8
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
9
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
10
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili
;
Zhong, Juandan
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
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