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~isPartOf:"Applied financial economics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
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English
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McMillan, David G.
3
Degiannakis, Stavros
2
Reeves, Jonathan J.
2
Xie, Xuan
2
Akgül, Işıl
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Asai, Manabu
1
Brugal, Iván
1
Bühlmann, Peter
1
Chuang, I.-yuan
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1
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1
Davis, Nicole
1
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1
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1
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1
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1
Ewing, Bradley T.
1
Franci, Leonardo
1
Garcia, Raquel Quiroga
1
Garg, S.
1
Hooper, Vincent J.
1
Huang, Alex
1
Kutan, Ali Mustafa
1
Lam, Kin
1
Lee, Pei-hsuan
1
Li, Kui-wai
1
Li, Matthew C.
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1
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1
Meade, Nigel
1
Miao, Jia
1
Sadorsky, Perry A.
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Santamaría Aquilué, Rafael
1
Sayyan, Hülya
1
So, Mike Ka-pui
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Speight, Alan E. H.
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Applied financial economics
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
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
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ECONIS (ZBW)
28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu
;
Brugal, Iván
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
Saved in:
8
A study on the volatility forecast of the US housing market in the 2008 crisis
Li, Kui-wai
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1869-1880
Persistent link: https://www.econbiz.de/10009719324
Saved in:
9
Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Saved in:
10
Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie
;
Meade, Nigel
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 771-783
Persistent link: https://www.econbiz.de/10009009838
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