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~subject:"Forecasting model"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Forecasting model
Volatilität
9,381
Volatility
9,379
Börsenkurs
2,745
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2,745
Estimation
2,604
Schätzung
2,600
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2,278
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2,278
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2,264
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2,264
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1,953
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1,949
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1,469
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1,469
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1,377
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1,063
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1,063
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1,045
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1,037
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1,037
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1,035
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1,027
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1,008
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974
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895
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893
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1,377
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Ma, Feng
77
Gupta, Rangan
62
Zhang, Yaojie
38
Liang, Chao
33
Wang, Yudong
29
Wei, Yu
24
Pierdzioch, Christian
22
Bouri, Elie
20
Wang, Jiqian
20
Lu, Xinjie
16
Nonejad, Nima
16
Liu, Jing
15
Li, Yan
14
Wu, Xinyu
14
Salisu, Afees A.
13
Degiannakis, Stavros
12
Demirer, Rıza
12
Huang, Dengshi
12
Wang, Lu
12
He, Mengxi
11
Yin, Libo
11
Kumar, Dilip
10
Li, Xiafei
10
Liu, Li
10
Liu, Xiaoquan
10
Molnár, Peter
10
Wahab, M. I. M.
10
Wu, Chongfeng
10
Zeng, Qing
10
Lyócsa, Štefan
9
Qiao, Gaoxiu
9
Todorova, Neda
9
Filis, George
8
Ji, Qiang
8
Balcilar, Mehmet
7
Bollerslev, Tim
7
Chan, Joshua
7
Gallo, Giampiero M.
7
Gillas, Konstantinos Gkillas
7
Luo, Jiawen
7
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Finance research letters
104
Energy economics
96
International journal of forecasting
91
International review of financial analysis
60
Journal of forecasting
54
International review of economics & finance : IREF
52
Economic modelling
49
The North American journal of economics and finance : a journal of financial economics studies
49
Applied economics
41
Journal of empirical finance
36
Journal of econometrics
31
Journal of banking & finance
28
Quantitative finance
27
International journal of finance & economics : IJFE
22
Applied economics letters
21
Journal of international financial markets, institutions & money
21
Pacific-Basin finance journal
21
Journal of financial econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Research in international business and finance
17
Computational economics
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The journal of futures markets
16
Journal of financial economics
14
Economics letters
12
The European journal of finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of economic dynamics & control
11
Journal of risk
11
Econometric reviews
10
Journal of international money and finance
10
Journal of financial markets
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of commodity markets
8
Journal of economic behavior & organization : JEBO
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Theoretical economics letters
7
Annals of financial economics
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
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ECONIS (ZBW)
1,377
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1
Combination forecast based on financial stress categories for global equity market volatility : the evidence during the COVID-19 and the global financial crisis periods
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Applied economics
56
(
2024
)
37
,
pp. 4435-4470
Persistent link: https://www.econbiz.de/10014560337
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity
Nayar, Nandkumar
;
Price, S. McKay
;
Shen, Ke
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 82-113
Persistent link: https://www.econbiz.de/10014582191
Saved in:
5
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
6
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
7
Crude oil volatility forecasting : insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
8
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
9
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
10
Frontiers in operations: news event-driven forecasting of commodity prices
Chakraborty, Sunandan
;
Jagabathula, Srikanth
; …
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
4
,
pp. 1286-1305
Persistent link: https://www.econbiz.de/10014634326
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