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~isPartOf:"Applied financial economics"
~isPartOf:"International journal of forecasting"
~subject:"Mathematische Optimierung"
~subject:"Volatilität"
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Search: subject_exact:"Markoff-Kette"
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Mathematische Optimierung
Volatilität
Markov chain
58
Markov-Kette
58
Forecasting model
31
Prognoseverfahren
31
Theorie
30
Theory
30
Time series analysis
19
Zeitreihenanalyse
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Volatility
18
Estimation
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Gallo, Giampiero M.
2
Gerlach, Richard
2
Otranto, Edoardo
2
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Gupta, Rangan
1
Herrera, Ana María
1
Holmes, Mark J.
1
Hou, Chenghan
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Hu, Liang
1
Ji, Qiang
1
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1
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1
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1
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1
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1
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1
Omori, Yasuhiro
1
Oya, Kosuke
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Applied financial economics
International journal of forecasting
European journal of operational research : EJOR
43
Energy economics
34
Economic modelling
22
Operations research
21
Operations research letters
21
Mathematics of operations research
20
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of empirical finance
17
Finance research letters
16
Applied economics
15
Mathematical methods of operations research
15
The North American journal of economics and finance : a journal of financial economics studies
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Computers & operations research : and their applications to problems of world concern ; an international journal
11
International journal of theoretical and applied finance
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International review of economics & finance : IREF
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International review of financial analysis
11
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Review of quantitative finance and accounting
11
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10
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9
Journal of economic dynamics & control
9
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8
Journal of banking & finance
8
Journal of forecasting
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Tinbergen Institute
7
Econometric reviews
7
INFORMS journal on computing : JOC
7
International journal of finance & economics : IJFE
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Finance and stochastics
6
Journal of risk and financial management : JRFM
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Research in international business and finance
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ECONIS (ZBW)
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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
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
3
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
4
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
7
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
8
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
9
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
10
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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