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~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Theorie
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
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64
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McMillan, David G.
3
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Niizeki, Mikiyo Kii
2
Reeves, Jonathan J.
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Xie, Xuan
2
Adrangi, Bahram
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
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Akgül, Işıl
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Applied financial economics
Finance research letters
179
Energy economics
161
Journal of econometrics
153
Journal of banking & finance
144
International journal of forecasting
134
International review of financial analysis
124
Journal of forecasting
123
Economic modelling
116
International review of economics & finance : IREF
106
Journal of empirical finance
106
Economics letters
97
Applied economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
77
Journal of international money and finance
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
72
The journal of futures markets
69
Applied economics letters
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Quantitative finance
65
The review of financial studies
64
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Computational economics
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International journal of finance & economics : IJFE
54
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Applied mathematical finance
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Journal of applied econometrics
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of financial econometrics
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Journal of monetary economics
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Macroeconomic dynamics
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Risks : open access journal
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ECONIS (ZBW)
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1
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
2
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
3
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
4
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
5
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
6
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
7
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
8
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
9
Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
Saved in:
10
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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