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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Volatility
396
Volatilität
396
Forecasting model
142
Capital income
119
Kapitaleinkommen
119
ARCH model
117
ARCH-Modell
117
Estimation
103
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103
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96
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96
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54
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realized volatility
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forecasting
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142
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McMillan, David G.
6
So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
Zhang, Yaojie
4
Chen, Cathy W. S.
3
Degiannakis, Stavros
3
Song, Yuping
3
Speight, Alan E. H.
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Demirer, Rıza
2
Dunis, Christian
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Lam, Kin
2
Li, Wai Keung
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
Reeves, Jonathan J.
2
Sadorsky, Perry A.
2
Salisu, Afees A.
2
Tang, Xiaolong
2
Tian, Fengping
2
Wang, Jiqian
2
Wen, Danyan
2
Xie, Xuan
2
Yang, Ke
2
Zhang, Bo
2
Abu-Mostafa, Yaser S.
1
Acosta, Lesley M.
1
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Applied financial economics
Journal of forecasting
International journal of forecasting
118
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Applied economics
50
Journal of econometrics
49
Journal of banking & finance
48
Applied economics letters
33
The journal of futures markets
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
29
The European journal of finance
26
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Journal of applied econometrics
19
Research in international business and finance
19
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Econometric reviews
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Financial innovation : FIN
14
Journal of economic dynamics & control
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Econometrics : open access journal
12
Journal of financial markets
11
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ECONIS (ZBW)
142
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
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