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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Volatility
336
Volatilität
336
Capital income
108
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108
Estimation
106
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McMillan, David G.
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Christoffersen, Peter F.
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2
Akgül, Işıl
1
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Applied financial economics
Journal of financial econometrics
International journal of forecasting
118
Journal of forecasting
114
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economics letters
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Pacific-Basin finance journal
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Journal of financial economics
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Journal of applied econometrics
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Research in international business and finance
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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Emerging markets, finance and trade : EMFT
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Econometric reviews
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
14
Journal of economic dynamics & control
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometrics : open access journal
12
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ECONIS (ZBW)
52
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1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
Saved in:
3
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
5
Increasing the information content of realized volatility forecasts
Pascalau, Razvan
;
Poirier, Ryan
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10014391443
Saved in:
6
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
7
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
8
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
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