//--> //--> //--> //-->
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
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"International journal of forecasting"
~subject:"Capital market returns"
~subject:"Forecasting model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Forecasting model
Volatility
161
Volatilität
161
Prognoseverfahren
121
Theorie
78
Theory
78
ARCH model
63
ARCH-Modell
63
Time series analysis
58
Zeitreihenanalyse
58
Capital income
55
Kapitaleinkommen
55
Estimation
49
Schätzung
49
Börsenkurs
35
Share price
35
Realized volatility
22
Aktienmarkt
20
Stock market
20
Risikomaß
19
Risk measure
19
Volatility forecasting
19
Exchange rate
18
Wechselkurs
18
Forecasting
16
Estimation theory
14
Forecast
14
Schätztheorie
14
Markov chain
13
Markov-Kette
13
Prognose
13
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
Aktienindex
11
Bayes-Statistik
11
Bayesian inference
11
Portfolio selection
11
Portfolio-Management
11
more ...
less ...
Online availability
All
Undetermined
92
Type of publication
All
Article
122
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Language
All
English
122
Author
All
Clements, Adam
4
Gallo, Giampiero M.
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Wang, Yudong
3
Zhang, Yaojie
3
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Demetrescu, Matei
2
Fuertes, Ana María
2
Gerlach, Richard
2
Gupta, Rangan
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Liao, Yin
2
Lucas, André
2
Luo, Jiawen
2
Lyócsa, Štefan
2
McAleer, Michael
2
Otranto, Edoardo
2
Poon, Aubrey
2
Rice, Gregory
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Ahoniemi, Katja
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Andrada Félix, Julián
1
Arroyo, Javier
1
Arvanitis, Stelios
1
more ...
less ...
Published in...
All
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
International journal of forecasting
Energy economics
115
Journal of forecasting
114
Finance research letters
98
International review of financial analysis
72
Economic modelling
59
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics
56
Journal of banking & finance
54
Journal of empirical finance
53
Journal of econometrics
52
The journal of futures markets
48
Discussion paper / Tinbergen Institute
44
Working paper
35
Applied economics letters
34
Department of Economics working paper series
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
32
Journal of international financial markets, institutions & money
30
Applied financial economics
29
The European journal of finance
28
Econometric Institute research papers
27
Journal of risk and financial management : JRFM
27
Pacific-Basin finance journal
27
Economics letters
26
Journal of financial economics
26
International journal of finance & economics : IJFE
25
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Research in international business and finance
23
Journal of financial and quantitative analysis : JFQA
22
NBER Working Paper
22
Journal of applied econometrics
21
Emerging markets, finance and trade : EMFT
18
Risks : open access journal
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
CAMA working paper series
17
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
4
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:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
7
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
8
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
9
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->