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~isPartOf:"Applied financial economics"
~isPartOf:"International journal of forecasting"
~subject:"Time series analysis"
~subject:"United Kingdom"
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Search: subject:"Volatilität"
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Time series analysis
United Kingdom
Volatility
410
Volatilität
410
Forecasting model
151
Prognoseverfahren
151
Capital income
128
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128
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124
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McMillan, David G.
6
Speight, Alan E. H.
5
Clements, Adam
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Lucas, André
3
Ap Gwilym, Owain
2
Arroyo, Javier
2
Bauwens, Luc
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Catania, Leopoldo
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Chan, Joshua
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Sucarrat, Genaro
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1
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1
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Akgül, Işıl
1
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1
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1
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Chen Zhou
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Applied financial economics
International journal of forecasting
Journal of econometrics
103
Discussion paper / Tinbergen Institute
80
Energy economics
72
Economic modelling
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Finance research letters
52
Journal of empirical finance
52
International review of financial analysis
44
Applied economics
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Economics letters
40
International review of economics & finance : IREF
37
Econometric reviews
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36
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Computational economics
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The European journal of finance
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CESifo working papers
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Applied economics letters
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NBER working paper series
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SFB 649 discussion paper
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Working papers / Bank of England
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International journal of finance & economics : IJFE
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
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:
4
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
5
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
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6
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
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7
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:
8
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:
9
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
10
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
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