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~isPartOf:"Applied financial economics"
~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
Börsenkurs
64
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64
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60
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55
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McMillan, David G.
3
Degiannakis, Stavros
2
Niizeki, Mikiyo Kii
2
Reeves, Jonathan J.
2
Xie, Xuan
2
Adrangi, Bahram
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alkebäck, Per
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1
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Byun, Suk Joon
1
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1
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1
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1
Chatrath, Arjun
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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Applied financial economics
Journal of econometrics
153
Finance research letters
150
Energy economics
147
Journal of banking & finance
144
International journal of forecasting
129
Journal of forecasting
123
International review of financial analysis
118
Economic modelling
115
Journal of empirical finance
105
International review of economics & finance : IREF
99
Economics letters
97
Applied economics
92
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
International journal of theoretical and applied finance
80
Journal of economic dynamics & control
75
Journal of international money and finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
The European journal of finance
69
Applied economics letters
67
The journal of futures markets
67
The review of financial studies
63
Quantitative finance
60
Econometric reviews
59
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
Journal of international financial markets, institutions & money
54
Journal of risk and financial management : JRFM
53
International journal of finance & economics : IJFE
50
Computational economics
48
Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
44
Journal of applied econometrics
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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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ECONIS (ZBW)
55
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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